2 papers
math.PR2019
Absolutely continuous copulas with prescribed support constructed by differential equations, with an application in toxicology
Oscar Björnham, Niklas Brännström, Leif Persson
A new method for constructing absolutely continuous two--dimensional copulas by differential equations is presented. The copulas are symmetric with respect to reflection in the opp…
math.PR2016
Absolutely continuous copulas obtained by regularization of the Frechét--Hoeffding bounds
Oscar Björnham, Niklas Brännström, Leif Persson
We show that the lower and upper Frechét-Hoeffding copulas, which are singular, can be regularized to absolutely continuous copulas. The method, which is constructive and explicit,…