Characterization of all copulas associated with non-continuous random variables
نویسندگان
چکیده
We introduce a constructive method, by using a doubly stochastic measure, to describe all the copulas that, in view of Sklar’s Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.
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عنوان ژورنال:
- Fuzzy Sets and Systems
دوره 191 شماره
صفحات -
تاریخ انتشار 2012