Kendall distribution functions and associative copulas

Authors:
Roger B. Nelsen;José Juan Quesada-Molina;José Antonio Rodríguez-Lallena;Manuel Úbeda-Flores
Affiliations:
Department of Mathematical Sciences, Lewis & Clark College, Portland, OR 97219, USA;Departamento de Matemática Aplicada, Universidad de Granada, 18071 Granada, Spain;Departamento de Estadística y Matemática Aplicada, Universidad de Almería, Carretera de Sacramento s/n, 04120 La Caòada de San Urbano (Almería), Spain;Departamento de Estadística y Matemática Aplicada, Universidad de Almería, Carretera de Sacramento s/n, 04120 La Caòada de San Urbano (Almería), Spain
Venue:
Fuzzy Sets and Systems
Year:
2009

Citing 6
Cited 1

Aggregation operators: properties, classes and construction methods

Aggregation operators
Additive decomposition of fuzzy pre-orders

Fuzzy Sets and Systems
On the cycle-transitive comparison of artificially coupled random variables

International Journal of Approximate Reasoning
An Introduction to Copulas

An Introduction to Copulas
Copula-Like Operations on Finite Settings

IEEE Transactions on Fuzzy Systems
Transitivity Bounds in Additive Fuzzy Preference Structures

IEEE Transactions on Fuzzy Systems

Kendall distributions and level sets in bivariate exchangeable survival models

Information Sciences: an International Journal

Quantified Score

Hi-index	0.20

Visualization

Abstract

In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation ''to have the same Kendall distribution function as'' defined on the set of copulas contains a unique associative representative.