Construction of multivariate copulas in n-boxes

Title:

Construction of multivariate copulas in n-boxes

Creator:

Gonzáles-Barrios, José M. and Hernández-Cedillo, María M.

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:8e46209c-9ae1-48a6-ba62-27c97a34ca20
uuid:8e46209c-9ae1-48a6-ba62-27c97a34ca20

Subject:

n-copulas, modular functions, and rectangular patchwork

Type:

model:article and TEXT

Format:

bez média and svazek

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[73]-95

Source:

Kybernetika | 2013 Volume:49 | Number:1

Harvested from:

CDK

Metadata only:

false