Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250]
نویسنده
چکیده
Assume that C1, . . . , Ck : [0, 1]d → [0, 1] are copulas. Let gji : [0, 1] → [0, 1] for j = 1, . . . , k, i = 1, . . . , d be functions with the property that each of them is strictly increasing or is identically equal to 1. Suppose that ∏k j=1 gji(v) = v for v ∈ [0, 1], i = 1, . . . , d, and limv→0+0 gij(v) = gji(0) for j = 1, . . . , k, i = 1, . . . , d. Here we consider the two-dimensional product copula:
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 102 شماره
صفحات -
تاریخ انتشار 2011