Construction of a class of copula using the finite difference method

DOI10.1155/2021/5271105zbMath1500.65091OpenAlexW3186055104MaRDI QIDQ1981866

Remi Guillaume Bagré, Frédéric Béré, Vini Yves Bernadin Loyara

Publication date: 7 September 2021

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/5271105

zbMATH Keywords

finite difference methodboundary value problemmultivariate distributionsSklar's theoremclass of copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Boundary value problems for second-order elliptic equations (35J25) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (1)

FINITE ELEMENT METHOD USED TO APPROXIMATE BIVARIATE COPULAS WITH DIRICHLET NON HOMOGENEOUS CONDITION

Cites Work

• A scalar product for copulas
• An introduction to copulas. Properties and applications

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