Construction of multivariate copulas in $n$-boxes
Kybernetika, Tome 49 (2013) no. 1, pp. 73-95
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
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.
Classification :
60A10, 60E05
Keywords: $n$-copulas; modular functions; rectangular patchwork
Keywords: $n$-copulas; modular functions; rectangular patchwork
@article{KYB_2013__49_1_a5,
author = {Gonz\'alez-Barrios, Jos\'e M. and Hern\'andez-Cedillo, Mar{\'\i}a M.},
title = {Construction of multivariate copulas in $n$-boxes},
journal = {Kybernetika},
pages = {73--95},
publisher = {mathdoc},
volume = {49},
number = {1},
year = {2013},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2013__49_1_a5/}
}
González-Barrios, José M.; Hernández-Cedillo, María M. Construction of multivariate copulas in $n$-boxes. Kybernetika, Tome 49 (2013) no. 1, pp. 73-95. http://geodesic.mathdoc.fr/item/KYB_2013__49_1_a5/