A New Characterization of Bivariate Copulas

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Publication:3058396


DOI10.1080/03610920903151459zbMath1203.62101MaRDI QIDQ3058396

Piotr Jaworski, Fabrizio Durante

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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