Essential closures and supports of multivariate copulas

被引：1
|
作者：
Ruankong, P. [1 ]
Sumetkijakan, S. [1 ,2 ]
机构：
[1] Chulalongkorn Univ, Fac Sci, Dept Math & Comp Sci, Bangkok 10330, Thailand
[2] CHE, Ctr Excellence Math, Bangkok 10400, Thailand
来源：
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING | 2013年 / 54卷 / 06期
关键词：
Multivariate copulas; Complete dependence; Topological support; Essential closure; DOUBLY STOCHASTIC-MEASURES;
D O I：
10.1016/j.ijar.2012.12.001
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
We generalize the notion of essential closures and use them to formulate a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in some special cases, we derive an explicit formula of the support in terms of essential closures and obtain a stronger necessary condition. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码：762 / 768
页数：7
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