On the measure induced by copulas that are invariant under univariate truncation
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2022Resumen
The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented. In particular, it is shown how (differential) properties of the generator of the copula are able to identify the singular (respectively, absolutely continuous) component of the induced measure and its support.
Palabra/s clave
Copula
Doubly stochastic measure
Singular measure