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 |