Abstract
We present a method for constructing bivariate copulas by changing the values that a given copula assumes on some subrectangles of the unit square. Some applications of this method are discussed, especially in relation to the construction of copulas with different tail dependencies.
| Original language | English |
|---|---|
| Pages (from-to) | 2515-2527 |
| Number of pages | 13 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 38 |
| Issue number | 15 |
| DOIs | |
| Publication status | Published - Sept 2009 |
Fields of science
- 101 Mathematics
- 101004 Biomathematics
- 101027 Dynamical systems
- 101013 Mathematical logic
- 101028 Mathematical modelling
- 101014 Numerical mathematics
- 101020 Technical mathematics
- 101024 Probability theory
- 102001 Artificial intelligence
- 102003 Image processing
- 102009 Computer simulation
- 102019 Machine learning
- 102023 Supercomputing
- 202027 Mechatronics
- 206001 Biomedical engineering
- 206003 Medical physics
- 102035 Data science