Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620
Title: Polynomial copula transformations
Authors: Santi Tasena
Keywords: Computer Science
Mathematics
Issue Date: 1-Apr-2019
Abstract: © 2019 Elsevier Inc. In this study, we demonstrate that the problem of characterizing polynomial copula transformations can be reduced to solving a system of (in)equalities. In this case, no knowledge of copulas is necessary to find an instance of such polynomials, or even the whole set of such polynomials. As a demonstration, we employ this result to characterize all quadratic polynomials that define copula transformations.
URI: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85061453356&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/63620
ISSN: 0888613X
Appears in Collections:CMUL: Journal Articles

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