This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented.
Exchangeable copulas
GHISELLI RICCI, Roberto
2013
Abstract
This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented.File in questo prodotto:
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