Markov operators and n-copulas
Annales Polonici Mathematici (2009)
- Volume: 96, Issue: 1, page 75-95
- ISSN: 0066-2216
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topP. Mikusiński, and M. D. Taylor. "Markov operators and n-copulas." Annales Polonici Mathematici 96.1 (2009): 75-95. <http://eudml.org/doc/280541>.
@article{P2009,
abstract = {We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.},
author = {P. Mikusiński, M. D. Taylor},
journal = {Annales Polonici Mathematici},
keywords = {copula; Markov operator; conditional expectation},
language = {eng},
number = {1},
pages = {75-95},
title = {Markov operators and n-copulas},
url = {http://eudml.org/doc/280541},
volume = {96},
year = {2009},
}
TY - JOUR
AU - P. Mikusiński
AU - M. D. Taylor
TI - Markov operators and n-copulas
JO - Annales Polonici Mathematici
PY - 2009
VL - 96
IS - 1
SP - 75
EP - 95
AB - We extend the definition of Markov operator in the sense of J. R. Brown and of earlier work of the authors to a setting appropriate to the study of n-copulas. Basic properties of this extension are studied.
LA - eng
KW - copula; Markov operator; conditional expectation
UR - http://eudml.org/doc/280541
ER -
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