Patched approximations and their convergence

DOI10.1080/03610926.2014.887112zbMath1383.62157OpenAlexW2271448280MaRDI QIDQ2815934

Nattakarn Chaidee, Songkiat Sumetkijakan, Tippawan Santiwipanont

Publication date: 30 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.887112

zbMATH Keywords

copulasSobolev normcheckerboard approximationcheckmin approximationpatched approximations

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Curved splicing of copulas ⋮ Convergence results for patchwork copulas ⋮ Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Characterization of pre-idempotent copulas ⋮ Dependence measuring from conditional variances ⋮ Extremality and factorizability of Markov operators ⋮ Factorizable non-atomic copulas

Cites Work

• Unnamed Item
• On the approximation of copulas via shuffles of Min
• Some approximations of \(n\)-copulas
• A scalar product for copulas
• Strong approximation of copulas
• Norms for copulas
• A measure of mutual complete dependence
• Approximation of bivariate copulas by patched bivariate Fréchet copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Gluing Copulas

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