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Functional treatment of asymmetric copulas

math.PR · 2019-07-12 · unverdicted · novelty 4.0

Refines asymmetric copulas with a topological ordering of classes via equivalence relations and a subcopula ordering process, illustrated on the asymmetric Cobb-Douglas model.

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  • Functional treatment of asymmetric copulas math.PR · 2019-07-12 · unverdicted · none · ref 1

    Refines asymmetric copulas with a topological ordering of classes via equivalence relations and a subcopula ordering process, illustrated on the asymmetric Cobb-Douglas model.