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- W2091240680 abstract "Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are mutually stochastically decreasing with respect to each other. The additive generators of Archimedean ultramodular binary copulas are fully characterized. Finally, a new construction method for binary copulas based on $n$-ary ultramodular aggregation functions is proposed." @default.
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- W2091240680 date "2014-02-01" @default.
- W2091240680 modified "2023-09-29" @default.
- W2091240680 title "Ultramodularity and copulas" @default.
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- W2091240680 doi "https://doi.org/10.1216/rmj-2014-44-1-189" @default.
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