Abstract
We provide a method for constructing a class of multivariate copulas depending on a univariate function. We study some properties of this class and present several examples. The same circle of ideas is used in a similar construction of quasi-copulas.
| Original language | English |
|---|---|
| Title of host publication | New Dimensions in Fuzzy Logic and related Technologies - Proceedings of the 5th EUSFLAT Conference |
| Pages | 191-195 |
| Number of pages | 5 |
| Volume | 1 |
| Publication status | Published - 2007 |
Fields of science
- 101029 Mathematical statistics