Shuffles of copulas

被引：39

作者：

Durante, Fabrizio ^{[1
]}

Sarkoci, Peter ^{[1
]}

Sempi, Carlo ^{[2
]}

机构：

[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria

[2] Univ Salento, Dipartimento Matemat Ennio De Giorgi, I-73100 Lecce, Italy

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 352卷 / 02期

关键词：

Copula; Doubly stochastic measure; Measure-preserving transformation; Shuffle of Min; TRANSFORMATIONS; PRODUCT;

D O I：

10.1016/j.jmaa.2008.11.064

中图分类号：

O29 [应用数学];

学科分类号：

070104 [应用数学];

摘要：

We show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula M. 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. (C) 2008 Elsevier Inc. All rights reserved.

引用

页码：914 / 921

页数：8

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