Kybernetika 49 no. 1, 73-95, 2013

Construction of multivariate copulas in $n$-boxes

José M. González-Barrios and María M. Hernández-Cedillo

Abstract:

In this paper we give an alternative proof of the construction of $n$-dimensional ordinal sums given in Mesiar and Sempi \cite{mesiar}, we also provide a new methodology to construct $n$-copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in \cite{durante08} and \cite{durante09}. Finally, we use the gluing method of Siburg and Stoimenov \cite{siburg} and its generalization in Mesiar {et al.} \cite{mesiarjagr} to give an alternative method of patchwork construction of $n$-copulas, which can be also used in composition with our patchwork method.

Keywords:

$n$-copulas, modular functions, rectangular patchwork

Classification:

60A10, 60E05

paper.pdf

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