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A Generalization of the Archimedean Class of Bivariate Copulas

✍ Scribed by Fabrizio Durante; José Juan Quesada-Molina; Carlo Sempi

Book ID
106340731
Publisher
Springer Japan
Year
2006
Tongue
English
Weight
139 KB
Volume
59
Category
Article
ISSN
0020-3157

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Distribution functions of copulas: a class of bivariate probability integral transforms
✍ Roger B. Nelsen; José Juan Quesada-Molina; José Antonio Rodrı́guez-Lallena; Manu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 103 KB

We discuss a two-dimensional analog of the probability integral transform for bivariate distribution functions H1 and H2, i.e., the distribution function of the random variable H1(X; Y ) given that the joint distribution function of the random variables X and Y is H2. We study the case when H1 and H