Some approximations of n-copulas |
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| Authors: | Piotr Mikusiński Michael D Taylor |
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| Institution: | 1. Department of Mathematics, University of Central Florida, Orlando, FL, 32816, USA
2. 200 St. Andrews Blvd., Unit 2704, Winter Park, FL, 32792, USA
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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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