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.

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Year of publication:	2007
Authors:	Siburg, Karl Friedrich ; Stoimenov, Pavel A.
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Kopula (Mathematik) \| Multivariate Analyse \| Theorie

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Series:	Technical Report ; 2007,31
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	550482334 [GVK] hdl:10419/25014 [Handle] RePEc:zbw:sfb475:200731 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010298212