A remark on associative copulas
Commentationes Mathematicae Universitatis Carolinae, Tome 40 (1999) no. 4, pp. 789-793
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A method for producing associative copulas from a binary operation and a convex function on an interval is described.
A method for producing associative copulas from a binary operation and a convex function on an interval is described.
Classification :
60E05, 62E10, 62H05
Keywords: copulas; associative copulas; Archimedean copulas
Keywords: copulas; associative copulas; Archimedean copulas
@article{CMUC_1999_40_4_a15,
author = {Mikusi\'nski, Piotr and Taylor, M. D.},
title = {A remark on associative copulas},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {789--793},
year = {1999},
volume = {40},
number = {4},
mrnumber = {1756554},
zbl = {1010.60014},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1999_40_4_a15/}
}
Mikusiński, Piotr; Taylor, M. D. A remark on associative copulas. Commentationes Mathematicae Universitatis Carolinae, Tome 40 (1999) no. 4, pp. 789-793. http://geodesic.mathdoc.fr/item/CMUC_1999_40_4_a15/