Copulas with given diagonal section: some new results
نویسندگان
چکیده
We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x∨y, x∨y) = C(x, y)+ |x− y|, for all (x, y) in the unit square such that C(x, y) > 0. A simple construction method for copulas is also given.
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تاریخ انتشار 2005