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
Copula
Example
New method
URI: http://hdl.handle.net/2003/24795
http://dx.doi.org/10.17877/DE290R-14419
Issue Date: 2007-10-25T11:56:28Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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