Two algebraic notions, power of an associative binary function and nilpotency, are used in order to show that every bivariate Archimedean copula $C$ is isomorphic to either the independence copula $\Pi_2$, if it is strict, or to the lower Fr\'{e}chet--Hoeffding bound $W_2$, if it is nilpotent.
Titolo: | How many Archimedean copulas are there? |
Autori: | |
Data di pubblicazione: | 2012 |
Abstract: | Two algebraic notions, power of an associative binary function and nilpotency, are used in order to show that every bivariate Archimedean copula $C$ is isomorphic to either the independence copula $\Pi_2$, if it is strict, or to the lower Fr\'{e}chet--Hoeffding bound $W_2$, if it is nilpotent. |
Handle: | http://hdl.handle.net/11587/410718 |
ISBN: | 978-364231714-9 |
Appare nelle tipologie: | Capitolo di Libro |
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