Characterization of pre-idempotent Copulas
Copulas CC for which (CtC)2=CtC{({C}^{t}C)}^{2}={C}^{t}C are called pre-idempotent copulas, of which well-studied examples are idempotent copulas and complete dependence copulas. As such, we shall work mainly with the topology induced by the modified Sobolev norm, with respect to which the class ℛ{\...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
De Gruyter
2023-11-01
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| Edice: | Dependence Modeling |
| Témata: | |
| On-line přístup: | https://doi.org/10.1515/demo-2023-0106 |
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