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JOURNALS // Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva // Archive

Zhurnal SVMO, 2013, Volume 15, Number 1, Pages 52–58 (Mi svmo365)

In Middle Volga Mathematical Society

On some classes of copulas

E. M. Bronshtein, E. I. Prokudina

Ufa State Aviation Technical University

Abstract: Copulas of $n$ variables such that any family of $n-1$ marginal random values is independent are considered. Two approaches to the construction of such copulas are described. The case $n = 2$ is considered in detail.

Keywords: copulas, independence of random values, comonotonicity, countermonotonicity.

UDC: 519.213

Received: 06.07.2013



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