Abstract

A framework for constructing copulas that can be regarded as a patchwork-like assembly of arbitrary copulas, with non-overlapping rectangles as patches, is studied in [De Baets, B., De Meyer, H. (2007), Orthogonal grid constructions of copulas, IEEE Trans. Fuzzy Syst. 15, 1053–1062], where the authors provide sufficient conditions to derive a family of construction methods. Our aim in this note is to provide a characterization of such constructions. MSC: Primary 60E05; secondary 62H20.

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