The object of the research here reported is the study of compostions of copulas, quasi-copulas and semicopulas bny means of a two place function. Specifically, let $A$, $B$ and $\varphi$ be mappings from $[0,1]^2$ into $[0,1]$; we characterize the properties of $\varphi$ which ensure that $\varphi(A,B)$ is in the same class as $A$ and $B$. To this end we introduce the new concpet of $P$--increasing function

Composition of copulas and quasi--copulas

DURANTE, FABRIZIO;SEMPI, Carlo
2004-01-01

Abstract

The object of the research here reported is the study of compostions of copulas, quasi-copulas and semicopulas bny means of a two place function. Specifically, let $A$, $B$ and $\varphi$ be mappings from $[0,1]^2$ into $[0,1]$; we characterize the properties of $\varphi$ which ensure that $\varphi(A,B)$ is in the same class as $A$ and $B$. To this end we introduce the new concpet of $P$--increasing function
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/110764
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact