A method for constructing multivariate copulas

Fabrizio Durante; José Juan Quesada-Molina; Manuel Úbeda-Flores

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A method for constructing multivariate copulas

Conference proceeding

Peer reviewed

A method for constructing multivariate copulas

Fabrizio Durante, José Juan Quesada-Molina and Manuel Úbeda-Flores

New Dimensions in Fuzzy Logic and Related Technologies, Volume 1: Proceedings of the 5th EUSFLAT Conference; Ostrava, Czech Republic, September 11-14, 2007, pp.191-195

5th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT 2007) (Ostrava, 11/09/2007 - 14/09/2007)

2007

Handle:

https://hdl.handle.net/10863/2973

Abstract

We provide a method for Constructing a class of multivariate copulas; depending on a univariate function. We study some properties of this class and present several examples. The same circle of idea's is used in a similar construction of quasi-copulas.

Details

Title: A method for constructing multivariate copulas
Creators: Fabrizio Durante
José Juan Quesada-Molina
Manuel Úbeda-Flores
Publication Details: New Dimensions in Fuzzy Logic and Related Technologies, Volume 1: Proceedings of the 5th EUSFLAT Conference; Ostrava, Czech Republic, September 11-14, 2007, pp.191-195
Editor(s): Štěpnička M, Novák V, Bodenhofer U
ISBN: 978-80-7368-386-3
Conference: 5th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT 2007) (Ostrava, 11/09/2007 - 14/09/2007)
Publisher: University of Ostrava
Ostrava
Format: Print
Number of pages: 5
Identifiers: 978-80-7368-386-3
(UNIBZ)1546880
991005772799401241
Web of Science ID: 000265134700029
Scopus ID: 2-s2.0-84871944302
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Conference proceeding
Author Names String: Durante F, Quesada-Molina JJ, Úbeda-Flores M
Additional Description: srcEditors: Štěpnička M, Novák V, Bodenhofer U

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