1. Construction of multivariate copulas in n-boxes
- Creator:
- Gonzáles-Barrios, José M. and Hernández-Cedillo, María M.
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- n-copulas, modular functions, and rectangular patchwork
- Language:
- English
- Description:
- In this paper we give an alternative proof of the construction of n-dimensional ordinal sums given in Mesiar and Sempi \cite{mesiar}, we also provide a new methodology to construct n-copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in \cite{durante08} and \cite{durante09}. Finally, we use the gluing method of Siburg and Stoimenov \cite{siburg} and its generalization in Mesiar {et al.} \cite{mesiarjagr} to give an alternative method of patchwork construction of n-copulas, which can be also used in composition with our patchwork method.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public