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  • Multivariate copulas with given values at two arbitrary points
    Klement, Erich Peter ...
    Copulas are functions that link an n-dimensional distribution function with its one-dimensional margins. In this contribution we show how n-variate copulas with given values at two arbitrary points ... can be constructed. Thereby, we also answer a so far open question whether lower and upper bounds for n-variate copulas with given value at a single arbitrary point are achieved. We also introduce and discuss the concept of an F-copula which is needed for proving our results.
    Vir: Statistical papers = Statistische Hefte (1988). - ISSN 0932-5026 (Vol. 64, iss. 6, Dec. 2023, str. 2015–2055)
    Vrsta gradiva - članek, sestavni del
    Leto - 2023
    Jezik - angleški
    COBISS.SI-ID - 127822851

    Povezava(-e):

    Repozitorij Univerze v Ljubljani – RUL
    DOI

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