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...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | دورية |
| منشور في: |
2019
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85061453356&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620 |
| الوسوم: |
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| الملخص: | © 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 polynomials. As a demonstration, we employ this result to characterize all quadratic polynomials that define copula transformations. |
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