A Note on the Compatibility of Bivariate Copulas

Fabrizio Durante and Juan Fernández Sánchez

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 9, 1918-1923

Abstract: This article answers to a problem by Kolesárová, Mesiar, and Sempi about the class of all copulas that are compatible with two given bivariate copulas A and B. It is shown that, even if A and B are not completely dependent, the class of all copulas compatible with A and B may consist of a singleton.

Date: 2014
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DOI: 10.1080/03610926.2012.677090

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