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 functionFile in questo prodotto:
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