On the measure induced by copulas that are invariant under univariate truncation

The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented. In particular, it is shown how (differential) properties of the generator of the copula are able to identify the singular (respectively, absolutely continuous) component of the induced measure and its support. (c) 2022 Elsevier B.V. All rights reserved.

Automated summary

The probability mass distribution of a class of copulas that are invariant under univariate truncation is presented, and it is demonstrated how the (differential) properties of the copula's generator can identify the singular and absolutely continuous components of the induced measure and their support.