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Construction of copulas with hairpin support

dc.contributor.authorChamizo Lorente, Fernando 
dc.contributor.authorFernández-Sánchez, Juan
dc.contributor.authorÚbeda-Flores, Manuel
dc.contributor.otherUAM. Departamento de Matemáticases_ES
dc.date.accessioned2022-03-07T11:57:13Z
dc.date.available2022-03-07T11:57:13Z
dc.date.issued2021-05-29
dc.identifier.citationMediterranean Journal of Mathematics 18.4 (2021): 155en_US
dc.identifier.issn1660-5446 (print)es_ES
dc.identifier.issn1660-5454 (online)es_ES
dc.identifier.urihttp://hdl.handle.net/10486/700633
dc.description“This is a post-peer-review, pre-copyedit version of an article published in Mediterranean Journal of Mathematics. The final authenticated version is available online at: http://dx.doi.org/10.1007/s00009-021-01803-8”en_US
dc.description.abstractConsider a nondecreasing homeomorphisms f defined on [0, 1] such that f(x) < x for all x ∈]0, 1[. In this paper, we provide necessary and sufficient conditions for such f to be part of a C-hairpin that concentrates the mass of a bivariate copula. In addition, we study when copulas of this kind come from modular functions. Finally, under certain conditions, we give a multidimensional method that generalizes the bivariate case and allows to construct extreme points in the set of multidimensional copulasen_US
dc.description.sponsorshipThe authors acknowledge the comments of the reviewer. The first author is partially supported by the MTM2017-83496-P grant of the MICINN (Spain) and the “Severo Ochoa Programme for Centres of Excellence in R&D” (SEV2015-0554)en_US
dc.format.extent20 pag.es_ES
dc.format.mimetypeapplication/pdfes_ES
dc.language.isoengen_US
dc.publisherSpringeren_US
dc.relation.ispartofMediterranean Journal of Mathematicsen_US
dc.rights© 2021 The Author(s), under exclusive licence to Springer Nature Switzerland AGen_US
dc.subject.other1-Lipschitzen_US
dc.subject.otherCopulaen_US
dc.subject.otherHairpinen_US
dc.subject.otherPrimary 60E05en_US
dc.subject.otherSecondary 62E10en_US
dc.titleConstruction of copulas with hairpin supporten_US
dc.typearticleen_US
dc.subject.ecienciaMatemáticases_ES
dc.date.embargoend2022-05-29
dc.relation.publisherversionhttps://doi.org/10.1007/s00009-021-01803-8es_ES
dc.identifier.doi10.1007/s00009-021-01803-8es_ES
dc.identifier.publicationfirstpage155-1es_ES
dc.identifier.publicationissue4es_ES
dc.identifier.publicationlastpage155-20es_ES
dc.identifier.publicationvolume18es_ES
dc.relation.projectIDGobierno de España. MTM2017-83496-Pes_ES
dc.type.versioninfo:eu-repo/semantics/acceptedVersiones_ES
dc.rights.accessRightsopenAccessen_US
dc.authorUAMChamizo Lorente, Fernando (259661)
dc.facultadUAMFacultad de Cienciases_ES


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