Title:
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Construction of multivariate copulas in $n$-boxes (English) |
Author:
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González-Barrios, José M. |
Author:
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Hernández-Cedillo, María M. |
Language:
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English |
Journal:
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Kybernetika |
ISSN:
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0023-5954 |
Volume:
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49 |
Issue:
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1 |
Year:
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2013 |
Pages:
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73-95 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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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:
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$n$-copulas |
Keyword:
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modular functions |
Keyword:
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rectangular patchwork |
MSC:
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60A10 |
MSC:
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60E05 |
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Date available:
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2013-03-05T15:08:09Z |
Last updated:
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2013-07-31 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/143241 |
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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Reference:
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