Construction of a class of copula using the finite difference method
type: Item
instance of: scholarly article
title: Construction of a class of copula using the finite difference method
zbMATH Open document ID: 1500.65091
DOI: 10.1155/2021/5271105
author: Remi Guillaume Bagré
author: Frédéric Béré
author: Vini Yves Bernadin Loyara
published in: Journal of Function Spaces
publication date: 2021-09-07T00:00:00Z
review text: Summary: The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use the finite difference method which is a common technique for finding approximate solutions of partial differential equations which consists in solving a system of relations (numerical scheme) linking the values of the unknown functions at certain points sufficiently close to each other.
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 35J25
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 7391751
zbMATH Keywords: class of copula
zbMATH Keywords: finite difference method
zbMATH Keywords: boundary value problem
zbMATH Keywords: multivariate distributions
zbMATH Keywords: Sklar's theorem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2021/5271105
OpenAlex ID: W3186055104
cites work: An introduction to copulas. Properties and applications
cites work: A scalar product for copulas
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description: scientific article; zbMATH DE number 7391751