Mostrar el registro sencillo del ítem
dc.contributor.author
Morillas, Patricia Mariela
dc.date.available
2022-06-10T19:10:02Z
dc.date.issued
2005-04
dc.identifier.citation
Morillas, Patricia Mariela; A method to obtain new copulas from a given one; Springer Verlag Berlín; Metrika; 61; 4-2005; 169-184
dc.identifier.issn
0026-1335
dc.identifier.uri
http://hdl.handle.net/11336/159522
dc.description.abstract
Given a strictly increasing continuous function φ from [0, 1] to [0, 1] and its pseudo-inverse φ[−1], conditions that φ must satisfy for C φ (x1, . . . ,xn)=φ[−1](C(φ(x1), . . . ,φ(xn))) to be a copula for any copula C are studied. Some basic properties of the copulas obtained in this way are analyzed and several examples of generator functions φ that can be used to construct copulas C φ are presented. In this manner, a method to obtain from a given copula C a variety of new copulas is provided. This method generalizes that used to construct Archimedean copulas in which the original copula C is the product copula, and it is related with mixtures.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Springer Verlag Berlín
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.subject
PROBABILITY DISTRIBUTIONS WITH GIVEN MARGINALS
dc.subject
COPULAS
dc.subject
ARCHIMEDEAN COPULAS
dc.subject
MIXTURES
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
A method to obtain new copulas from a given one
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2022-05-20T15:08:14Z
dc.identifier.eissn
1435-926X
dc.journal.volume
61
dc.journal.pagination
169-184
dc.journal.pais
Alemania
dc.journal.ciudad
Berlin
dc.description.fil
Fil: Morillas, Patricia Mariela. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - San Luis. Instituto de Matemática Aplicada de San Luis "Prof. Ezio Marchi". Universidad Nacional de San Luis. Facultad de Ciencias Físico, Matemáticas y Naturales. Instituto de Matemática Aplicada de San Luis "Prof. Ezio Marchi"; Argentina
dc.journal.title
Metrika
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s001840400330
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1007/s001840400330
Archivos asociados
Tamaño:
325.8Kb
Formato:
PDF