Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/25014
Authors: 
Siburg, Karl Friedrich
Stoimenov, Pavel A.
Year of Publication: 
2007
Series/Report no.: 
Technical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2007,31
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

Files in This Item:
File
Size
127.71 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.