@techreport{Fischer2007Constructing,
abstract = {Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas which generalizes the Archimedean family. Similarly, Morillas (2005) proposed a method to obtain a variety of new copulas from a given d-copula. Both approaches coincide only for the particular subclass of Archimedean copulas. Within this work we present a unifying framework which includes both Liebscher and Morillas copulas as special cases. Above that, more general copulas may be constructed. First examples are given.},
address = {N\"{u}rnberg},
author = {Matthias J. Fischer and Christian K\"{o}ck},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; construction of d-variate copulas; Archimedean copulas; Kopula (Mathematik); Multivariate Analyse; Theorie},
language = {eng},
number = {80/2007},
publisher = {Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und empirische Wirtschaftsforschung},
title = {Constructing and generalizing multivariate copulas: a generalizing approach},
type = {Diskussionspapiere // Friedrich-Alexander-Universit\"{a}t Erlangen-N\"{u}rnberg, Lehrstuhl f\"{u}r Statistik und \"{O}konometrie},
url = {http://hdl.handle.net/10419/29627},
year = {2007}
}
