Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/25014 
Year of Publication: 
2007
Series/Report no.: 
Technical Report No. 2007,31
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
We present a new way of constructing bivariate copulas, by recalling and gluing two (or more) copulas. Examples illustrate how this construction can be applied to build complicated copulas from simple ones.
Document Type: 
Working Paper

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