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
Titolo: | Composition of copulas and quasi--copulas |
Autori: | |
Data di pubblicazione: | 2004 |
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 |
Handle: | http://hdl.handle.net/11587/110764 |
Appare nelle tipologie: | Capitolo di Libro |
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