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Multiplications of copulas suitable for multivariate shuffles of copulas |
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| รหัสดีโอไอ | |
| Title | Multiplications of copulas suitable for multivariate shuffles of copulas |
| Creator | Korapin Luangsomboon |
| Contributor | Songkiat Sumetkijakan |
| Publisher | Chulalongkorn University |
| Publication Year | 2555 |
| Keyword | Copulas (Mathematical statistics), คอปูลา (คณิตศาสตร์สถิติ) |
| Abstract | In this thesis, we study the definition and properties of d-dimensional copulas (shortly, d-copulas), including multivariate shuffles of Min, which is special class of d-copulas. We define two things; multivariate shuffles of copulas and a new product operation, namely the heart-product, as well as their properties. The heart-product gives an algebraic connection between shuffles of d-copulas and the corresponding shuffles of Min. |
| URL Website | cuir.car.chula.ac.th |
