Geometry of discrete copulas
The space of discrete copulas admits a representation as a convex polytope, and this has been exploited in entropy-copula methods used in hydrology and climatology. In this paper, we focus on the class of component-wise convex copulas, i.e., ultramodular copulas, which describe the joint behavior of...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Elsevier BV
2021
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| Online Access: | https://hdl.handle.net/1721.1/130120 |