Scarsini: Copulae of capacities on product spaces

Copulae of capacities on product spaces

Marco Scarsini

Source: Ludger Rüschendorf, Berthold Schweizer, and Michael D. Taylor, eds. Distributions with fixed marginals and related topics: (Hayward, CA: Institute of Mathematical Statistics, 1996), 307-318.

First Page: Show

Primary Subjects: 28A12

Secondary Subjects: 28A35, 60A10, 60E05

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.lnms/1215452627
Mathematical Reviews (MathSciNet): MR1485540
Digital Object Identifier: doi:10.1214/lnms/1215452627

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