Kendall distribution functions and associative copulas

In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation “to have the same Kendall distribution function as” defined on the set of copulas contains a unique a...

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Bibliographic Details
Published in:Fuzzy sets and systems 2009, Vol.160 (1), p.52-57
Main Authors: Nelsen, Roger B., Quesada-Molina, José Juan, Rodríguez-Lallena, José Antonio, Úbeda-Flores, Manuel
Format: Article
Language:English
Subjects:
Applied sciences
Archimedean copula
Associative copula
Circuit properties
Computer science
control theory
systems
Control theory. Systems
Copula
Digital circuits
Electric, optical and optoelectronic circuits
Electronic circuits
Electronics
Exact sciences and technology
Information, signal and communications theory
Kendall distribution function
Mathematical methods
Miscellaneous
Ordinal sum
System theory
Telecommunications and information theory
Theoretical computing
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Summary:In this paper, we prove that any Kendall distribution function is the Kendall distribution function of some associative copula. We use this result to show that each equivalence class of the relation “to have the same Kendall distribution function as” defined on the set of copulas contains a unique associative representative.
ISSN:0165-0114
1872-6801
DOI:10.1016/j.fss.2008.05.001