Now showing items 1-4 of 4
(2013)We present a general view of patchwork constructions of copulas that encompasses previous approaches based on similar ideas (ordinal sums, gluing methods, piecing-together, etc.). Practical applications of the new methodology ...
(Elsevier, 2013)We clarify the link between the notion of singular copula and the concept of support of the measure induced by a copula.
(2013)We present a proof of Sklar's Theorem that uses topological arguments, namely compactness (under the weak topology) of the class of copulas and some density properties of the class of distribution functions.
(Elsevier, 2013)In this paper, we provide a family of bivariate copulas based on a perturbation of a given copula by a factor term. The new class generalizes well-known families of copulas and allows to describe a wide range of possible ...