Construction of multivariate copulas in N-boxes

MaRDI QIDQ4917832zbMATH OpenFDO

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

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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(4)

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