We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopulas is given and two applications in the theory of fuzzy measures and stochastic processes are given.
Semicopulas: characterizations and applicability
DURANTE, FABRIZIO;SEMPI, Carlo
2006-01-01
Abstract
We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopulas is given and two applications in the theory of fuzzy measures and stochastic processes are given.File in questo prodotto:
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