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Sample d -copula of order m

In this paper we analyze the construction of d -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample d -copula of order m with m 2 , the central idea is to use the above methodologies to construct a new copula based on a sample. The...

Construction of multivariate copulas in n -boxes

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...

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