A Biconvex Form for Copulas
We study the integration of a copula with respect to the probability measure generated by another copula. To this end, we consider the map [. , .] : C × C → R given by
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| Format: | Article |
| Language: | English |
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De Gruyter
2016-02-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2016-0003 |