Characterization of all copulas associated with non-continuous random variables

Authors:
E. de Amo;M. Díaz Carrillo;J. Fernández-Sánchez
Affiliations:
University of Almería, Campus de La Caòada, 04120-Almería, Spain;University of Granada, Campus Fuentenueva, 18071-Granada, Spain;University of Almería, Campus de La Caòada, 04120-Almería, Spain
Venue:
Fuzzy Sets and Systems
Year:
2012

Citing 2
Cited 2

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Abstract

We introduce a constructive method, by means of a doubly stochastic measure, to describe all the copulas that, in view of Sklar's Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.