2016/03/16 by Arturo Erdely, Erdely, Arturo
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1603.04933
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.