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Random discrete copulas
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DOI：10.1016/j.fss.2026.110101.png)
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Abstract
En 中文
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random variable. We determine the distribution of this random variable and calculate its expected value and variance. We also consider bilinear extension of a random discrete copula to a random field over the whole unit square.
Keywords:
Copula
Discrete copula
Random copula
Random field
Birkhoff polytope
Primary 62H05
60G60
Secondary 60B20
Journal
IF:
2.7
Papers:
7.6K
Citations:
1.5W
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