On the Classes of copulas and Quasi-copulas with a Given Diagonal Section

نویسندگان

  • Fabrizio Durante
  • Juan Fernández-Sánchez
چکیده

Condition (C3) is called the 2–increasing property of C, and VC ([x1, x2]× [y1, y2]) is called the C–volume of the rectangle [x1, x2]× [y1, y2]. According to Sklar’s Theorem, copulas are functions that express the rankinvariant dependence between a pair of continuous random variables and, as such, they have been largely used in statistical applications . In particular, examples of copulas are given by M(x, y) = min{x, y}, Π(x, y) = xy and W (x, y) =

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عنوان ژورنال:
  • International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

دوره 19  شماره 

صفحات  -

تاریخ انتشار 2011