Open AccessA Functional for Copulas and Quasi-Copulas
Author(s) -
Manuel Úbeda-Flores
Publication year - 2012
Publication title -
isrn probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 2090-472X
pISSN - 2090-4711
DOI - 10.5402/2012/468758
Subject(s) - copula (linguistics) , set (abstract data type) , mathematics , computer science , econometrics , programming language
We recall and study some properties of a known functional operating on the set of -copulas and determine conditions under such functional is well defined on the set of -quasi-copulas. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
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