A Method for Constructing Multivariate Copulas

We provide a method for constructing a class of multivariate copulas depending on a univariate function. We study some properties of this class and present several examples. The same circle of ideas is used in a similar construction of quasi–copulas.

• Type: Conference
• Year: 2007
• Where: EUSFLAT
• Authors: Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores
• Keywords: EUSFLAT 2007, Multivariate Copulas, Univariate Function