| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152729 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
We present and study a method for constructing multivariate copulas, which includes both the shuffles of Min and the ordinal sums. Such a method has been used in order to show that suitable transformations of a given copula constitute a dense set in the class of all copulas with respect to the Lâ norm.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fabrizio Durante, Juan Fernández-Sánchez,