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Moments and associated measures of copulas with fractal support
dc.contributor.author | Amo Artero, Enrique de | |
dc.contributor.author | Díaz Carrillo, Manuel | |
dc.contributor.author | Fernández Sánchez, Juan | |
dc.contributor.author | Salmerón Cerdán, Antonio | |
dc.date.accessioned | 2017-07-07T07:17:00Z | |
dc.date.available | 2017-07-07T07:17:00Z | |
dc.date.issued | 2012 | |
dc.identifier.uri | http://hdl.handle.net/10835/4892 | |
dc.description.abstract | Copulas are closely related to the study of distributions and the dependence between random variables. In this paper we develop a recurrence formula for the moments of a measure associated with a copula (a bivariate distribution function with uniform one-dimensional marginals) in the case that its support is a fractal set. We do the same for its principal and secondary diagonals. We also study certain measures of dependence or association for these copulas with fractal supports. | es_ES |
dc.language.iso | en | es_ES |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Moment | es_ES |
dc.subject | Copula | es_ES |
dc.subject | Distribution function | es_ES |
dc.title | Moments and associated measures of copulas with fractal support | es_ES |
dc.type | info:eu-repo/semantics/article | es_ES |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es_ES |
dc.identifier.doi | https://doi.org/10.1016/j.amc.2012.02.025 |