Abstract
Recently, Durante and Jaworski (2008) [6] have proved that the class of absolutely continuous copulas with a given diagonal section is non-empty in case that the diagonal function is such that the set of points where this coincides with the identity function has null-measure. In this paper, we show that if we consider sub-diagonals (or super-diagonals), then the framework changes. Concretely, for each sub-diagonal function there exists an absolutely continuous copula having this function as sub-diagonal section.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
