We show that every copula that is a shuffle of Min can be described in terms of a push--forward of the doubly stochastic measure induced by the copula $M$ by means of a specific transformation of the unit square. This fact allows to generalize the notion of shuffle by replacing the measure induced by $M$ with an arbitrary doubly stochastic measure, and, hence, the copula $M$ by any copula $C$.
Shuffles of copulas
DURANTE, FABRIZIO;SEMPI, Carlo
2009-01-01
Abstract
We show that every copula that is a shuffle of Min can be described in terms of a push--forward of the doubly stochastic measure induced by the copula $M$ by means of a specific transformation of the unit square. This fact allows to generalize the notion of shuffle by replacing the measure induced by $M$ with an arbitrary doubly stochastic measure, and, hence, the copula $M$ by any copula $C$.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
