Resource title

Gluing copulas

Resource image

image for OpenScout resource :: Gluing copulas

Resource description

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.

Resource author

Karl Friedrich Siburg, Pavel A. Stoimenov

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/25014

Resource license

Adapt according to the presented license agreement and reference the original author.