Authors: Siburg, Karl Friedrich
Stoimenov, Pavel A.
Title: Gluing copulas
Language (ISO): en
Abstract: We present a new way of constructing bivariate copulas, by rescaling and gluing two (or more) copulas. Examples illustrate how this construction can be applied to build complicated copulas from simple ones.
Subject Headings: Construction
New method
Issue Date: 2007-10-25T11:56:28Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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