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Copula and semicopula transforms
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Copula and semicopula transforms

Fabrizio Durante and Carlo Sempi
International Journal of Mathematics and Mathematical Sciences, Vol.2005, pp.645-655
2005
2005
Handle:
https://hdl.handle.net/10863/40125

Abstract

We characterize the transformation, defined for every copula $C$ by $C_h(x,y):=h^{[-1]}\lp C(h(x),h(y))\rp$, where $x$ and $y$ belong to $\lsp 0,1 \rsp$ and $h$ is a strictly increasing and continuous function on $\lsp 0,1 \rsp$. We study this transformation also in the class of quasi--copulas and semicopulas.
url
doi.org/10.1155/IJMMS.2005.645View

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