A Note on the Compatibility of Bivariate Copulas

作者:Durante Fabrizio*; Fernandez Sanchez Juan
来源:Communications in Statistics - Theory and Methods, 2014, 43(9): 1918-1923.
DOI:10.1080/03610926.2012.677090

摘要

This article answers to a problem by Kolesarova, Mesiar, and Sempi about the class of all copulas that are compatible with two given bivariate copulas A and B. It is shown that, even if A and B are not completely dependent, the class of all copulas compatible with A and B may consist of a singleton.

  • 出版日期2014-5-3

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