A remark on associative copulas

Commentationes Mathematicae Universitatis Carolinae

Volumn 40, Issue 4, 1999, Pages 789-793

  Mikusiński, Piotr ^a   Taylor, M D ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Archimedean copulas; Associative copulas; Copulas

Indexed keywords

EID: 84984906632     PISSN: 00102628     EISSN: 12137243     Source Type: Journal    
DOI: None     Document Type: Article

References (3)

1. Alsina C., Frank M.J., Schweizer B Associative functions on intervals, in preparation
2. Nelsen R An Introduction to Copulas, Springer-Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo-Hong Kong-Barcelona-Budapest, 1997
3. Schweizer B., Sklar A Probabilistic Metric Spaces, North-Holland, New York-Amsterdam-Oxford, 1983