Multivariate shuffles and approximation of copulas
We present and study a method for constructing multivariate copulas, which includes both the shuffles of Min and the ordinal sums. Such a method has been used in order to show that suitable transformations of a given copula constitute a dense set in the class of all copulas with respect to the L[infinity] norm.
Year of publication: |
2010
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Authors: | Durante, Fabrizio ; Fernández-Sánchez, Juan |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 23-24, p. 1827-1834
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Publisher: |
Elsevier |
Keywords: | Copula d-fold stochastic measure Ordinal sum Shuffle of Min |
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