We clarify the problem of the existence of functions obtained as particular restrictions of the first partial derivatives of a quasicopula and we show their role for characterizing the 2-increasing property. The question of the existence of the one-sided first partial derivatives of a copula along an affine section of the real unit square is discussed and new results and several examples are provided.
On differential properties of copulas
GHISELLI RICCI, Roberto
2013
Abstract
We clarify the problem of the existence of functions obtained as particular restrictions of the first partial derivatives of a quasicopula and we show their role for characterizing the 2-increasing property. The question of the existence of the one-sided first partial derivatives of a copula along an affine section of the real unit square is discussed and new results and several examples are provided.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in SFERA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
