Uniform Distribution Theory
Journal license

Journal

Uniform Distribution Theory


Volume
& Issue

Volume 18, Issue 1


Published
on

June 22, 2023


Pages

147-200


DOI

Article

Copulas

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Authors

Oto Strauch Affiliation:
Mathematical Institute Slovak Akademy of Sciences Stefankova 49 SK 814 73 Bratislava SLOVAKIA
and Vladimır Balaz Affiliation:
Institute of Information Engineering, Automation and Mathematics Faculty of Chemical and Food Technology STU in Bratislava Radlinskeho 9 812 37 Bratislava SLOVAKIA


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

Published by: Engineering Journals

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