Multivariate shuffles and approximation of copulas

Fabrizio Durante (1) , Juan Fernández-Sánchez

1 Free University of Bozen-Bolzano

We present and study a method for constructing multivariate copulas, which includes both the shuffles of Min and the ordinal sums. Such a method has been used in order to show that suitable transformations of a given copula constitute a dense set in the class of all copulas with respect to the norm.

Mots clés: 62H05; 60E05; Copula; -fold stochastic measure; Ordinal sum; Shuffle of Min

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

Fabrizio Durante, Juan Fernández-Sánchez. Multivariate shuffles and approximation of copulas. Statistics and Probability Letters, 2010, ⟨10.1016/j.spl.2010.08.008⟩. ⟨hal-00691784⟩