Open AccessCopula and semicopula transforms
Author(s) -
Fabrizio Durante,
Carlo Sempi
Publication year - 2005
Publication title -
international journal of mathematics and mathematical sciences
Language(s) - English
Resource type - Journals
eISSN - 1687-0425
pISSN - 0161-1712
DOI - 10.1155/ijmms.2005.645
Subject(s) - mathematics , copula (linguistics) , econometrics , mathematical economics
We characterize the transformation, defined for every copula C, by Ch(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
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