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Semicopulas: Characterizations and applicability
Journal article   Peer reviewed

Semicopulas: Characterizations and applicability

Fabrizio Durante, José Juan Quesada-Molina and Carlo Sempi
Kybernetika, Vol.42(3), pp.287-302
42
2006
Handle:
https://hdl.handle.net/10863/40158

Abstract

We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theories of fuzzy measures and stochastic processes are given.

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