Bivariate quadratic copula constructions
© 2017 In this study, we present the concept of quadratic copula constructions using two arbitrary copulas. We characterize all quadratic polynomials of four variables whose composition with any two copulas always results in a copula. We show that these polynomials form a compact convex set in a sev...
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th-cmuir.6653943832-438962018-01-24T04:14:50Z Bivariate quadratic copula constructions Suttisak Wisadwongsa Santi Tasena © 2017 In this study, we present the concept of quadratic copula constructions using two arbitrary copulas. We characterize all quadratic polynomials of four variables whose composition with any two copulas always results in a copula. We show that these polynomials form a compact convex set in a seven-dimensional vector space. We also apply the result to obtain a new family of copulas. 2018-01-24T04:14:50Z 2018-01-24T04:14:50Z 2018-01-01 Journal 0888613X 2-s2.0-85030697643 10.1016/j.ijar.2017.10.001 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85030697643&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43896 |
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© 2017 In this study, we present the concept of quadratic copula constructions using two arbitrary copulas. We characterize all quadratic polynomials of four variables whose composition with any two copulas always results in a copula. We show that these polynomials form a compact convex set in a seven-dimensional vector space. We also apply the result to obtain a new family of copulas. |
| format |
Journal |
| author |
Suttisak Wisadwongsa Santi Tasena |
| spellingShingle |
Suttisak Wisadwongsa Santi Tasena Bivariate quadratic copula constructions |
| author_facet |
Suttisak Wisadwongsa Santi Tasena |
| author_sort |
Suttisak Wisadwongsa |
| title |
Bivariate quadratic copula constructions |
| title_short |
Bivariate quadratic copula constructions |
| title_full |
Bivariate quadratic copula constructions |
| title_fullStr |
Bivariate quadratic copula constructions |
| title_full_unstemmed |
Bivariate quadratic copula constructions |
| title_sort |
bivariate quadratic copula constructions |
| publishDate |
2018 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85030697643&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43896 |
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