Some approximations of n-copulas
Abbreviated Journal Title
Copula; Checkerboard approximation; Bernstein approximation; Shuffle-of-min; Statistics & Probability
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.
"Some approximations of n-copulas" (2010). Faculty Bibliography 2010s. 543.