Gluing copulas

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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.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.identifier.urihttp://hdl.handle.net/2003/24795
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-14419
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
eldorado.dnb.deposittrue

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