A Note on the Compatibility of Bivariate Copulas |
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| Authors: | Fabrizio Durante Juan Fernández Sánchez |
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| Affiliation: | 1. School of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italyfabrizio.durante@unibz.it;3. Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Ca?ada de San Urbano, Almería, Spain |
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| 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. |
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| Keywords: | Copula Compatibility Complete dependence. |
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