Construction of multivariate copulas in N-boxes

zbMATH Open1297.60007MaRDI QIDQ4917832FDOQ4917832

Authors: María M. Hernández-Cedillo, José M. González-Barrios 

Publication date: 2 May 2013

Full work available at URL: http://www.kybernetika.cz/content/2013/1/73

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zbMATH Keywords

modular functionsrectangular patchwork\(n\)-copulas

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic measure theory (60A10)

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• Gluing copulas
• New copulas based on general partitions-of-unity and their applications to risk management
• On the construction of radially symmetric copulas in higher dimensions
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity

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