We provide a method for Constructing a class of multivariate copulas; depending on a univariate function. We study some properties of this class and present several examples. The same circle of idea's is used in a similar construction of quasi-copulas.
A method for constructing multivariate copulas
Durante F;
2007-01-01
Abstract
We provide a method for Constructing a class of multivariate copulas; depending on a univariate function. We study some properties of this class and present several examples. The same circle of idea's is used in a similar construction of quasi-copulas.File in questo prodotto:
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