An Introduction to Copulas (Springer Series in Statistics)
An Introduction to Copulas (Springer Series in Statistics)
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In this short note, we provide a continuous triangular norm that is not a copula and that generates a metric. Thus, the 9th open problem collected in Alsina et al. [Associative Functions: Triangular Norms and Copulas, World Scientific Publishing Company, Singapore, 2006] has a negative answer.