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On a family of multivariate copulas for aggregation processes
Journal article   Peer reviewed

On a family of multivariate copulas for aggregation processes

Fabrizio Durante, José Juan Quesada-Molina and M Úbeda-Flores
Information Sciences, Vol.177, pp.5715-5724
177
2007
DOI: https://doi.org/10.1016/j.ins.2007.07.019
Handle:
https://hdl.handle.net/10863/40150

Abstract

We introduce a family of multivariate copulas – a special type of function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition.Several examples are provided and some statistical properties are studied.
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doi.org/10.1016/j.ins.2007.07.019View

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