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Title: Construction of multivariate copulas in $n$-boxes (English)
Author: González-Barrios, José M.
Author: Hernández-Cedillo, María M.
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 49
Issue: 1
Year: 2013
Pages: 73-95
Summary lang: English
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Category: math
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Summary: In this paper we give an alternative proof of the construction of $n$-dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct $n$-copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of $n$-copulas, which can be also used in composition with our patchwork method. (English)
Keyword: $n$-copulas
Keyword: modular functions
Keyword: rectangular patchwork
MSC: 60A10
MSC: 60E05
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Date available: 2013-03-05T15:08:09Z
Last updated: 2013-07-31
Stable URL: http://hdl.handle.net/10338.dmlcz/143241
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