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  • Search: subject:"Probability distributions with given marginals"
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Archimedean copulas 1 Probability distributions with given marginals 1 copulas 1 mixtures 1
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Morillas, Patricia Mariela 1
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A method to obtain new copulas from a given one
Morillas, Patricia Mariela - In: Metrika 61 (2005) 2, pp. 169-184
Given a strictly increasing continuous function φ from [0, 1] to [0, 1] and its pseudo-inverse φ <Superscript>[−1]</Superscript>, conditions that φ must satisfy for C<Subscript> φ </Subscript>(x<Subscript>1</Subscript>, . . . ,x<Subscript>n</Subscript>)=φ <Superscript>[−1]</Superscript>(C(φ(x<Subscript>1</Subscript>), . . . ,φ(x<Subscript>n</Subscript>))) to be a copula for any copula C are studied. Some basic properties of the copulas obtained in...</subscript></subscript></superscript></subscript></subscript></subscript></superscript>
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