Fitting piecewise linear copulas to data

Proceedings - 4th Conference of the European Society for Fuzzy Logic and Technology and 11th French Days on Fuzzy Logic and Applications, EUSFLAT-LFA 2005 Joint Conference

Volumn , Issue , 2005, Pages 1200-1205

  De Meyer, H ^a   De Baets, B ^a  

^a GHENT UNIVERSITY   (Belgium)

Author keywords

Copulas; Piecewise linear approxi mation; Piecewise linear estimate

Indexed keywords

COPULAS; DATA POINTS; DATA SETS; LINEAR ESTIMATES; PIECEWISE LINEAR;

ESTIMATION; FUZZY LOGIC;

PIECEWISE LINEAR TECHNIQUES;

EID: 84871981513     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

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3. H. Joe, "Multivariate Models and Depen-dence Concepts," London: Chapman and Hall, 1997.
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5. E.P. Klement and A. Kolesarova, "Exten-sion to copulas and quasi-copulas as special 1-Lipschitz aggregation operators," in press.
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7. R.B. Nelsen and G.A. Fredricks , "Diago-nal copulas," in Distributions with Given Marginals and Moment Problems, V. Benes and J. Stepan, Eds. Dordrecht: Kluwer, 1997, pp. 121-127.
8. R.B. Nelsen, "An Introduction to Copulas," Lecture Notes in Statistics, vol. 139, New York: Springer, 1999.