Suppose that ϕ1,...,ϕk are k strict generator functions and define a new generator ϕ as a convex combination of these k generators, that is in which a1,...,ak are any non-negative constants which sum...


Suppose that ϕ1,...,ϕk are k strict generator functions and define a new generator ϕ as a convex combination of these k generators, that is


in which a1,...,ak are any non-negative constants which sum to 1. Show that ϕ(u) is a strict generator function. For the case in which k = 2, what is the corresponding copula function for ϕ(u)?



May 26, 2022
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