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 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
TR_31-siburg.pdf | DNB | 127.71 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright rightsstatements.org