Title
Some Approximations Of N-Copulas
Keywords
Bernstein approximation; Checkerboard approximation; Copula; Shuffle-of-min
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. © 2009 Springer-Verlag.
Publication Date
1-1-2010
Publication Title
Metrika
Volume
72
Issue
3
Number of Pages
385-414
Document Type
Article
Personal Identifier
scopus
DOI Link
https://doi.org/10.1007/s00184-009-0259-y
Copyright Status
Unknown
Socpus ID
77957285938 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/77957285938
STARS Citation
Mikusiński, Piotr and Taylor, Michael D., "Some Approximations Of N-Copulas" (2010). Scopus Export 2010-2014. 1282.
https://stars.library.ucf.edu/scopus2010/1282