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dc.contributor.authorSiburg, Karl Friedrich-
dc.contributor.authorStoimenov, Pavel A.-
dc.date.accessioned2007-10-25T11:56:28Z-
dc.date.available2007-10-25T11:56:28Z-
dc.date.issued2007-10-25T11:56:28Z-
dc.identifier.urihttp://hdl.handle.net/2003/24795-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-14419-
dc.description.abstractWe 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.en
dc.language.isoende
dc.subjectConstructionen
dc.subjectCopulaen
dc.subjectExampleen
dc.subjectNew methoden
dc.subject.ddc004-
dc.titleGluing copulasen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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