Fabrizio Durante, Peter Sarkoci, Carlo Sempi,
"Shuffles of copulas"
, in Journal of Mathematical Analysis and Applications, Vol. 352, Nummer 2, Seite(n) 914-921, 2009, ISSN: 0022-247X
Original Titel:
Shuffles of copulas
Sprache des Titels:
Englisch
Original Kurzfassung:
We show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula M. This fact allows to generalize the notion of shuffle by replacing the measure induced by M with an arbitrary doubly stochastic measure, and, hence, the copula M by any copula C.