Gluing copulas

dc.contributor.author	Siburg, Karl Friedrich
dc.contributor.author	Stoimenov, Pavel A.
dc.date.accessioned	2007-10-25T11:56:28Z
dc.date.available	2007-10-25T11:56:28Z
dc.date.issued	2007-10-25T11:56:28Z
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/24795
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-14419
dc.language.iso	en	de
dc.subject	Construction	en
dc.subject	Copula	en
dc.subject	Example	en
dc.subject	New method	en
dc.subject.ddc	004
dc.title	Gluing copulas	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access
eldorado.dnb.deposit	true

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