A New Characterization of Bivariate Copulas
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Publication:3058396
DOI10.1080/03610920903151459zbMath1203.62101MaRDI QIDQ3058396
Fabrizio Durante, Piotr Jaworski
Publication date: 22 November 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903151459
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
26A24: Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems
26B99: Functions of several variables
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Uses Software
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