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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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85030697643&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58551 |
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| Institution: | Chiang Mai University |