Construction of multivariate copulas in n -boxes

José M. González-Barrios; María M. Hernández-Cedillo

Kybernetika (2013)

  • Volume: 49, Issue: 1, page 73-95
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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González-Barrios, José M., and Hernández-Cedillo, María M.. "Construction of multivariate copulas in $n$-boxes." Kybernetika 49.1 (2013): 73-95. <http://eudml.org/doc/252509>.

@article{González2013,
abstract = {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.},
author = {González-Barrios, José M., Hernández-Cedillo, María M.},
journal = {Kybernetika},
keywords = {$n$-copulas; modular functions; rectangular patchwork; -copulas; modular functions; rectangular patchwork},
language = {eng},
number = {1},
pages = {73-95},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Construction of multivariate copulas in $n$-boxes},
url = {http://eudml.org/doc/252509},
volume = {49},
year = {2013},
}

TY - JOUR
AU - González-Barrios, José M.
AU - Hernández-Cedillo, María M.
TI - Construction of multivariate copulas in $n$-boxes
JO - Kybernetika
PY - 2013
PB - Institute of Information Theory and Automation AS CR
VL - 49
IS - 1
SP - 73
EP - 95
AB - 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.
LA - eng
KW - $n$-copulas; modular functions; rectangular patchwork; -copulas; modular functions; rectangular patchwork
UR - http://eudml.org/doc/252509
ER -

References

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