Decomposition and graphical correspondence analysis of checkerboard copulas
We analyze optimal low-rank approximations and correspondence analysis of the dependence structure given by arbitrary bivariate checkerboard copulas. Methodologically, we make use of the truncation of singular value decompositions of doubly stochastic matrices representing the copulas. The resulting...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
De Gruyter
2024-09-01
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| Serie: | Dependence Modeling |
| Soggetti: | |
| Accesso online: | https://doi.org/10.1515/demo-2024-0006 |
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