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Some approximations of n-copulas

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Abstract

We consider several approximations to n-copulas: the checkmin, checkerboard, Bernstein, and shuffle of min approximations. The checkerboard, Bernstein, and shuffle of min approximations have been studied in the n = 2 case. We investigate these constructions in arbitrary finite dimensions and consider some of the ways in which they converge or fail to converge to the original copula.

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Authors and Affiliations

  1. Department of Mathematics, University of Central Florida, Orlando, FL, 32816, USA

    Piotr Mikusiński

  2. 200 St. Andrews Blvd., Unit 2704, Winter Park, FL, 32792, USA

    Michael D. Taylor

Authors
  1. Piotr Mikusiński
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  2. Michael D. Taylor
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Correspondence to Michael D. Taylor.

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Mikusiński, P., Taylor, M.D. Some approximations of n-copulas. Metrika 72, 385–414 (2010). https://doi.org/10.1007/s00184-009-0259-y

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  • DOI: https://doi.org/10.1007/s00184-009-0259-y

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