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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Main Author: Santi Tasena
Format: Journal
Published: 2019
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http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-636202019-03-18T02:23:54Z Polynomial copula transformations Santi Tasena Computer Science Mathematics © 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. 2019-03-18T02:22:03Z 2019-03-18T02:22:03Z 2019-04-01 Journal 0888613X 2-s2.0-85061453356 10.1016/j.ijar.2019.01.010 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85061453356&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
Mathematics
spellingShingle Computer Science
Mathematics
Santi Tasena
Polynomial copula transformations
description © 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.
format Journal
author Santi Tasena
author_facet Santi Tasena
author_sort Santi Tasena
title Polynomial copula transformations
title_short Polynomial copula transformations
title_full Polynomial copula transformations
title_fullStr Polynomial copula transformations
title_full_unstemmed Polynomial copula transformations
title_sort polynomial copula transformations
publishDate 2019
url 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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