Factorizable non-atomic copulas

Printechapat, T; Sumetkijakan, S

Sumetkijakan, S (reprint author), Chulalongkorn Univ, Dept Math & Comp Sci, Fac Sci, Phayathai Rd, Bangkok, Thailand.

STATISTICS & PROBABILITY LETTERS, 2018; 143 (): 86

Abstract

Generalizing the notion of invariant sets by Darsow and Olsen, Sumetkijakan studied a subclass of singular copulas, the so-called non-atomic copulas, ......

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