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On the classes of copulas and quasi-copulas with a given diagonal section
Journal article   Peer reviewed

On the classes of copulas and quasi-copulas with a given diagonal section

Fabrizio Durante and Juan Fernández-Sánchez
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol.19, pp.1-10
19
2011
Handle:
https://hdl.handle.net/10863/39086

Abstract

Let C-delta and Q(delta) be, respectively, the classes of all copulas and quasi-copulas who diagonal section in delta. We determine under which conditions on delta we have: (a) both C-delta and Q(delta) consist of a singleton; (b) C-delta = Q(delta). Moreover, a simple construction of copulas with a given convex diagonal section is introduced.
url
doi.org/10.1142/S0218488511006848 View

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