Authors:

• Damjana Kokol Bukovšek, University of Ljubljana, School of Economics and Business
• Blaž Mojškerc, University of Ljubljana, School of Economics and Business
• Nik Stopar, University of Ljubljana, Faculty of Civil and Geodetic Engineering

Keywords:

Copula | Discrete copula | Random copula | Random field | Birkhoffov polytope

Abstract

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.

The Sustainable Development Goals (SDGs) addressed in the article are:

• SDG 4 – Quality Education

The article is published in:
Fuzzy sets and systems (ScienceDirect)

The content is freely accessible at:

Random discrete copulas