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Title: Bivariate quadratic copula constructions
Authors: Suttisak Wisadwongsa
Santi Tasena
Keywords: Computer Science
Issue Date: 1-Jan-2018
Abstract: © 2017 In this study, we present the concept of quadratic copula constructions using two arbitrary copulas. We characterize all quadratic polynomials of four variables whose composition with any two copulas always results in a copula. We show that these polynomials form a compact convex set in a seven-dimensional vector space. We also apply the result to obtain a new family of copulas.
ISSN: 0888613X
Appears in Collections:CMUL: Journal Articles

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