Article
Copulas
Authors
and
Abstract
Two-dimensional distribution function g(x, y) defined in
[0,1]2 is called copula, if
g(x, 1) = x and g(1, y) = y for every
x, y. Similarly, s-dimensional copula is a distribution
function g(x1, x2, ..., xs)
such that every k-dimensional face function
g(1, ..., 1, xi1, 1, ..., 1, xi2, 1, ..., 1, xik, 1, ..., 1)
is equal to
xi1xi2 ··· xik
for some but fixed k. In this paper we summarize and extend all
known parts of copulas.
In this paper we use the following abbreviations:
| [x] | — | fractional part of x; |
| {x} | — | x mod 1; |
| ⌊x⌋ | — | integer part of x; |
| u.d. | — | uniform distribution; |
| d.f. | — | distribution function; |
| a.d.f. | — | asymptotic distribution function; |
| u.d.p. | — | uniform distribution preserving; |
| step d.f. | — | step distribution function; |
| a.e. | — | almost everywhere; |
| #X | — | cardinality of the set X. |
Keywords
distribution function, fractional part, copula.
Citation
Strauch, O. & Balaz, V. (2023). Copulas. Uniform Distribution Theory, 18(1), 147–200. https://doi.org/10.2478/UDT-2023-0009
O. Strauch and V. Balaz, “Copulas,” Uniform Distribution Theory, vol. 18, no. 1, pp. 147–200, 2023, doi: 10.2478/UDT-2023-0009.
Strauch O, Balaz V. Copulas. Uniform Distribution Theory. 2023;18(1):147–200. doi:10.2478/UDT-2023-0009.
Strauch, O. and Balaz, V. (2023), ‘Copulas’, Uniform Distribution Theory, 18(1), pp. 147–200. Available at: https://doi.org/10.2478/UDT-2023-0009.
Strauch, Oto, and Vladimır Balaz. “Copulas.” Uniform Distribution Theory, vol. 18, no. 1, 2023, pp. 147–200. https://doi.org/10.2478/UDT-2023-0009.
Strauch, Oto, and Vladimır Balaz. “Copulas.” Uniform Distribution Theory 18, no. 1 (2023): 147–200. https://doi.org/10.2478/UDT-2023-0009.
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Published by: Engineering Journals


