A Method for Constructing Multivariate Copulas

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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 ideas is used in a similar construction of quasi–copulas.

Fabrizio Durante, José Juan Quesada-Molina,

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EUSFLAT 2007 | Multivariate Copulas | Univariate Function |

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Added	29 Oct 2010
Updated	29 Oct 2010
Type	Conference
Year	2007
Where	EUSFLAT
Authors	Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores

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A Method for Constructing Multivariate Copulas

EUSFLAT 2007 | Multivariate Copulas | Univariate Function |

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