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Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU) >
Lehrstuhl für Statistik und Ökonometrie, Universität Erlangen-Nürnberg >
Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/29627
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Fischer, Matthias J. | | en_US |
| dc.contributor.author | | Köck, Christian | | en_US |
| dc.date.accessioned | | 2009-12-02 | | en_US |
| dc.date.accessioned | | 2010-01-13T14:06:54Z | | - |
| dc.date.available | | 2010-01-13T14:06:54Z | | - |
| dc.date.issued | | 2007 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/29627 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und empirische Wirtschaftsforschung Nürnberg | | en_US |
| dc.relation.ispartofseries | | Diskussionspapiere // Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 80/2007 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | construction of d-variate copulas | | en_US |
| dc.subject.keyword | | Archimedean copulas | | en_US |
| dc.subject.stw | | Kopula (Mathematik) | | en_US |
| dc.subject.stw | | Multivariate Analyse | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Constructing and generalizing multivariate copulas: a generalizing approach | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 614059313 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:faucse:802007 | | - |
| Appears in Collections: | | Diskussionspapiere des Lehrstuhls für Statistik und Ökonometrie, FAU Erlangen-Nürnberg
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