A note on linear B-spline copulas
Statistics Theory
2016-03-18 v2 Statistics Theory
Abstract
In this brief note we prove that linear B-spline copulas is not a new family of copulas since they are equivalent to checkerboard copulas, and discuss in particular how they are used to extend empirical subcopulas to copulas.
Cite
@article{arxiv.1603.04933,
title = {A note on linear B-spline copulas},
author = {Arturo Erdely},
journal= {arXiv preprint arXiv:1603.04933},
year = {2016}
}
Comments
4 pages