Title

Some approximations of n-copulas

Authors

Authors

P. Mikusinski;M. D. Taylor

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

Metrika

Keywords

Copula; Checkerboard approximation; Bernstein approximation; Shuffle-of-min; Statistics & Probability

Abstract

We consider several approximations to n-copulas: the checkmin, checkerboard, Bernstein, and shuffle of min approximations. The checkerboard, Bernstein, and shuffle of min approximations have been studied in the n = 2 case. We investigate these constructions in arbitrary finite dimensions and consider some of the ways in which they converge or fail to converge to the original copula.

Journal Title

Metrika

Volume

72

Issue/Number

3

Publication Date

1-1-2010

Document Type

Article

Language

English

First Page

385

Last Page

414

WOS Identifier

WOS:000282323500006

ISSN

0026-1335

Share

COinS