Arbeitspapier
Gluing copulas
We present a new way of constructing bivariate copulas, by recalling and gluing two (or more) copulas. Examples illustrate how this construction can be applied to build complicated copulas from simple ones.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2007,31
- Subject
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Kopula (Mathematik)
Multivariate Analyse
Theorie
- Event
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Geistige Schöpfung
- (who)
-
Siburg, Karl Friedrich
Stoimenov, Pavel A.
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2007
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Siburg, Karl Friedrich
- Stoimenov, Pavel A.
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2007
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