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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Fischer, Matthias J. | en |
dc.contributor.author | Köck, Christian | en |
dc.date.accessioned | 2009-12-02 | - |
dc.date.accessioned | 2010-01-13T14:06:54Z | - |
dc.date.available | 2010-01-13T14:06:54Z | - |
dc.date.issued | 2007 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aFriedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |cNürnberg | en |
dc.relation.ispartofseries | |aDiskussionspapier |x80/2007 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | construction of d-variate copulas | en |
dc.subject.keyword | Archimedean copulas | en |
dc.subject.stw | Kopula (Mathematik) | en |
dc.subject.stw | Multivariate Analyse | en |
dc.subject.stw | Theorie | en |
dc.title | Constructing and generalizing multivariate copulas: a generalizing approach | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 614059313 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:faucse:802007 | en |
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