Institute of Mathematical Statistics Lecture Notes - Monograph Series

Copulae of capacities on product spaces

Marco Scarsini

Full-text: Open access

Chapter information

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

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215452627

Digital Object Identifier
doi:10.1214/lnms/1215452627

Mathematical Reviews number (MathSciNet)
MR1485540

Subjects
Primary: 28A12: Contents, measures, outer measures, capacities
Secondary: 28A35: Measures and integrals in product spaces 60A10: Probabilistic measure theory {For ergodic theory, see 28Dxx and 60Fxx} 60E05: Distributions: general theory

Rights
Copyright © 1996, Institute of Mathematical Statistics

Citation

Scarsini, Marco. Copulae of capacities on product spaces. Distributions with fixed marginals and related topics, 307--318, Institute of Mathematical Statistics, Hayward, CA, 1996. doi:10.1214/lnms/1215452627. https://projecteuclid.org/euclid.lnms/1215452627


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