Title
Convergence results for patchwork copulas.
Abstract
•A general extension from a subcopula to a copula is presented.•Convergence results for approximations of copulas are given.•Connections with other constructions (like checkerboard copulas) are outlined.
Year
DOI
Venue
2015
10.1016/j.ejor.2015.06.028
European Journal of Operational Research
Keywords
Field
DocType
Copula,Checkerboard copula,Convergence of copulas
Convergence (routing),Affine transformation,Econometrics,Applied mathematics,Mathematical optimization,Copula (linguistics),Copula (probability theory),Markov kernel,Mathematics
Journal
Volume
Issue
ISSN
247
2
0377-2217
Citations 
PageRank 
References 
5
0.69
7
Authors
4
Name
Order
Citations
PageRank
Fabrizio Durante139159.28
Juan Fernández-Sánchez28815.63
José Juan Quesada-Molina36712.83
Manuel Úbeda-flores47113.89