A Decomposition of Copulas and Its Use (Q5712003)

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scientific article; zbMATH DE number 2240167
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A Decomposition of Copulas and Its Use
scientific article; zbMATH DE number 2240167

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    A Decomposition of Copulas and Its Use (English)
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    22 December 2005
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    Birkhoff\,-\,von Neumann theorem
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    copulas
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    discretized copulas
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    doubly stochastic matrix
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    Gini's measure
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    permutation matrix
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    prior probability
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