Characterization of all copulas associated with non-continuous random variables

被引：43
|
作者：
de Amo, E. [1 ]
Diaz Carrillo, M. [2 ]
Fernandez-Sanchez, J. [1 ]
机构：
[1] Univ Almeria, Almeria 04120, Spain
[2] Univ Granada, E-18071 Granada, Spain
来源：
FUZZY SETS AND SYSTEMS | 2012年 / 191卷
关键词：
Copula; Subcopula;
D O I：
10.1016/j.fss.2011.10.005
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We introduce a constructive method, by means of a doubly stochastic measure, to describe all the copulas that, in view of Sklar's Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：103 / 112
页数：10
相关论文
共 50 条
  • [41] Geometrical effects in non-continuous riprap stability
    de Almeida, Gustavo A. Mazza
    Martin-Vide, Juan P.
    RIVER FLOW 2006, VOLS 1 AND 2, 2006, : 1775 - +
  • [42] The Accuracy of the Non-continuous I Test for One-Dimensional Arrays with References Created by Induction Variables
    Zhang, Qing
    JOURNAL OF INFORMATION PROCESSING SYSTEMS, 2014, 10 (04): : 523 - 542
  • [43] The role of copulas in random fields: Characterization and application
    Wang, Fan
    Li, Heng
    STRUCTURAL SAFETY, 2018, 75 : 75 - 88
  • [44] NON-CONTINUOUS FUNCTIONS ASSOCIATED WITH A COVERING PROPERTY DEFINED BY beta-OPEN SETS
    Basu, C. K.
    Ghosh, M. K.
    REAL ANALYSIS EXCHANGE, 2009, 35 (01) : 65 - 78
  • [45] CONTINUOUS SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS ON NON-RECTANGULAR AND NON-CONTINUOUS GEOMETRY
    Venkataraman, P.
    PROCEEDINGS OF THE ASME INTERNATIONAL DESIGN ENGINEERING TECHNICAL CONFERENCES AND COMPUTERS AND INFORMATION IN ENGINEERING CONFERENCE, 2014, VOL 1A, 2014,
  • [46] Automatic identification of continuous or non-continuous evolution of landslides and quantification of deformations
    Marie-Aurélie Chanut
    Muriel Gasc-Barbier
    Laurent Dubois
    Alexandre Carotte
    Landslides, 2021, 18 : 3101 - 3118
  • [47] An innovative statistical approach for analysing non-continuous variables in environmental monitoring: assessing temporal trends of TBT pollution
    Santos, Jose Antonio
    Galante-Oliveira, Susana
    Barroso, Carlos
    JOURNAL OF ENVIRONMENTAL MONITORING, 2011, 13 (03): : 673 - 680
  • [48] ON CHARACTERIZATION OF A.S. CONVERGENCE OF ALL CONDITIONINGS FOR SEQUENCES OF RANDOM VARIABLES
    Paszkiewicz, Adam
    DEMONSTRATIO MATHEMATICA, 2012, 45 (02) : 455 - 462
  • [49] MICROBIAL GROWTH IN CONTINUOUS AND NON-CONTINUOUS CULTURES IN CAPILLARIES OF DIFFERENT DIMENSIONS
    ZVYAGINT.DG
    PITRYUK, AP
    MIKROBIOLOGIYA, 1973, 42 (01): : 60 - 64
  • [50] Analysis of anisotropic Mindlin plate model by continuous and non-continuous GFEM
    Mendonca, Paulo de Tarso R.
    de Barcellos, Clovis S.
    Torres, Diego Amadeu F.
    FINITE ELEMENTS IN ANALYSIS AND DESIGN, 2011, 47 (07) : 698 - 717
12345