B1038
Title: Algorithms for constructing copulas via *-product decompositions
Authors: Enrique de Amo - University of Almeria (Spain) [presenting]
Abstract: Although the theoretical problem for constructing a copula for two given measure-preserving functions is completely solved, for practical purposes it is a rather difficult task. We provide explicit algorithms which solve this problem in various contexts such as the measure-preserving functions are monotonic, as well as the copula is an extreme copula, a diagonal copula, an extremal biconic copula, an Archimedean copula, a conic copula, or a migrative copula.
