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Semicopulæ

Fabrizio Durante, Carlo Sempi (2005)

Kybernetika

We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, t -norm.

Semicopulas: characterizations and applicability

Fabrizio Durante, José Quesada-Molina, Carlo Sempi (2006)

Kybernetika

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 theory of fuzzy measures and stochastic processes are given.

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