Some approximations of n-copulas

    Authors

    P. Mikusinski;M. D. Taylor

    Comments

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    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

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