Fabrizio Durante, Manuel Úbeda-Flores, José Juan Quesada-Molina,
"A method for constructing multivariate copulas"
: New Dimensions in Fuzzy Logic and related Technologies - Proceedings of the 5th EUSFLAT Conference, Vol. 1, Seite(n) 191-195, 2007
Original Titel:
A method for constructing multivariate copulas
Sprache des Titels:
Englisch
Original Buchtitel:
New Dimensions in Fuzzy Logic and related Technologies - Proceedings of the 5th EUSFLAT Conference
Original Kurzfassung:
We provide a method for constructing a class of multivariate copulas depending on a univariate function. We study some properties of this class and present several examples. The same circle of ideas is used in a similar construction of quasi-copulas.
Forschungs-