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A Note on the Compatibility of Bivariate Copulas

Author

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  • Fabrizio Durante
  • Juan Fernández Sánchez

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.

Suggested Citation

  • Fabrizio Durante & Juan Fernández Sánchez, 2014. "A Note on the Compatibility of Bivariate Copulas," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(9), pages 1918-1923, May.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:9:p:1918-1923
    DOI: 10.1080/03610926.2012.677090
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