On some classes of copulas.
E. M. Bronshtein1, E. I. Prokudina2
| Annotation | Copulas of $n$ variables such that any family of $n-1$ marginal random values is independent are considered. Two approaches to the construction of such copulas are described. The case $n = 2$ is considered in detail. |
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| Keywords | copulas, independence of random values, comonotonicity, countermonotonicity. |
1Professor, Numerical Mathematics and Cybernetics Chair, Ufa State Aviation Technical University, Ufa, bro-efim@yandex.ru
2Associate Professor, Numerical Mathematics and Cybernetics Chair, Ufa State Aviation Technical University, Ufa, preliv@mail.ru
Citation: E. M. Bronshtein, E. I. Prokudina , "[On some classes of copulas.]", Zhurnal Srednevolzhskogo matematicheskogo obshchestva,15:1 (2013) 52–58 (In Russian)
