Polynomial copula transformations
© 2019 Elsevier Inc. In this study, we demonstrate that the problem of characterizing polynomial copula transformations can be reduced to solving a system of (in)equalities. In this case, no knowledge of copulas is necessary to find an instance of such polynomials, or even the whole set of such poly...
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| Format: | Journal |
| Published: |
2019
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85061453356&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620 |
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| Institution: | Chiang Mai University |