We characterize the transformation, defined for every copula $C$, by $C_h(x,y):=h^{(-1)}(C(h(x),h(y))$, where $x$ and $y$ belong to $[0,1]$ and $h$ is a strictly increasing and continuous function on $[0,1]$. We study this transformation also in the class of quasi-copulas and semicopulas.
Copula and semicopula transforms
DURANTE, FABRIZIO;SEMPI, Carlo
2005-01-01
Abstract
We characterize the transformation, defined for every copula $C$, by $C_h(x,y):=h^{(-1)}(C(h(x),h(y))$, where $x$ and $y$ belong to $[0,1]$ and $h$ is a strictly increasing and continuous function on $[0,1]$. We study this transformation also in the class of quasi-copulas and semicopulas.File in questo prodotto:
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