منابع مشابه
On Approximation of Copulas
New sufficient conditions for strong approximation of copulas, generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations.
متن کاملStrong Approximation of Copulas
We introduce strong convergence in regard to approximation of copulas. This new type of convergence is useful in dealing with the-product of Darsow, Nguyen, and Olsen for copulas. We also provide tools for constructing strong approximations of copulas by using partitions of unity.
متن کاملApproximation of bivariate copulas by patched bivariate Fréchet copulas
Bivariate Fréchet (BF) copulas characterize dependence as a mixture of three simple structures: comonotonicity, independence and countermonotonicity. They are easily interpretable but have limitations when used as approximations to general dependence structures. To improve the approximation property of the BF copulas and keep the advantage of easy interpretation, we develop a new copula approxi...
متن کاملOn Generators in Archimedean Copulas
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
متن کاملSimulation study on copulas
There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the mentioned results about order statistics and copulas. The study concentrates on two well known Archimedean Gumbel and Frank families in the case tha...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 1999
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s0161171299222594