A New Characterization of Bivariate Copulas

作者：Durante Fabrizio; Jaworski Piotr^*

来源：Communications in Statistics - Theory and Methods, 2010, 39(16): 2901-2912.

DOI：10.1080/03610920903151459

• Copula
• Dini derivative
• 2-increasing property

A new characterization of bivariate copulas is given by using the notion of Dini derivatives. Several examples illustrate the usefulness of this result.

• 出版日期2010