Let C-delta and Q(delta) be, respectively, the classes of all copulas and quasi-copulas who diagonal section in delta. We determine under which conditions on delta we have: (a) both C-delta and Q(delta) consist of a singleton; (b) C-delta = Q(delta). Moreover, a simple construction of copulas with a given convex diagonal section is introduced.
On the classes of copulas and quasi-copulas with a given diagonal section
Durante F;
2011-01-01
Abstract
Let C-delta and Q(delta) be, respectively, the classes of all copulas and quasi-copulas who diagonal section in delta. We determine under which conditions on delta we have: (a) both C-delta and Q(delta) consist of a singleton; (b) C-delta = Q(delta). Moreover, a simple construction of copulas with a given convex diagonal section is introduced.File in questo prodotto:
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