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• W2037479896 abstract "Copulas are closely related to the study of distributions and the dependence between random variables. In this paper we develop a recurrence formula for the moments of a measure associated with a copula (a bivariate distribution function with uniform one-dimensional marginals) in the case that its support is a fractal set. We do the same for its principal and secondary diagonals. We also study certain measures of dependence or association for these copulas with fractal supports." @default.
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• W2037479896 date "2012-05-01" @default.
• W2037479896 modified "2023-09-27" @default.
• W2037479896 title "Moments and associated measures of copulas with fractal support" @default.
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• W2037479896 doi "https://doi.org/10.1016/j.amc.2012.02.025" @default.
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