A New Characterization of Bivariate Copulas

被引：25
|
作者：
Durante, Fabrizio [2 ]
Jaworski, Piotr [1 ]
机构：
[1] Warsaw Univ, Inst Math, PL-02097 Warsaw, Poland
[2] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 16期
关键词：
Copula; Dini derivative; 2-increasing property; QUASI-COPULAS; DIAGONAL SECTIONS; CONSTRUCTIONS;
D O I：
10.1080/03610920903151459
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new characterization of bivariate copulas is given by using the notion of Dini derivatives. Several examples illustrate the usefulness of this result.
引用
收藏
页码：2901 / 2912
页数：12
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