Copulas
Two-dimensional distribution function ) defined in [0, 1] is called copula, if 1) = and (1, )= for every . Similarly, -dimensional copula is a distribution function ,..., ) such that every -dimensional face function is equal to ... for some but fixed . In this paper we summarize and extend all known...
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| Veröffentlicht in: | Uniform distribution theory 2023-07, Vol.18 (1), p.147-200 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | Two-dimensional distribution function
) defined in [0, 1]
is called copula, if
1) =
and
(1,
)=
for every
. Similarly,
-dimensional copula is a distribution function
,...,
) such that every
-dimensional face function
is equal to
...
for some but fixed
. In this paper we summarize and extend all known parts of copulas.
In this paper we use the following abbreviations: |
|---|---|
| ISSN: | 2309-5377 2309-5377 |
| DOI: | 10.2478/udt-2023-0009 |