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On the approximation of copulas via shuffles of Min
Journal article   Peer reviewed

On the approximation of copulas via shuffles of Min

Fabrizio Durante and Juan Fernández-Sánchez
Statistics and Probability Letters, Vol.82(10), pp.1761-1767
82
2012
Handle:
https://hdl.handle.net/10863/346

Abstract

We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.

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