Solution to an open problem about a transformation on the space of copulas

Fabrizio Durante; Juan Fernández-Sánchez; Wolfgang Trutschnig

Dependence Modeling (2014)

  • Volume: 2, Issue: 1, page 65-72, electronic only
  • ISSN: 2300-2298

Abstract

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We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.

How to cite

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Fabrizio Durante, Juan Fernández-Sánchez, and Wolfgang Trutschnig. "Solution to an open problem about a transformation on the space of copulas." Dependence Modeling 2.1 (2014): 65-72, electronic only. <http://eudml.org/doc/266603>.

@article{FabrizioDurante2014,
abstract = {We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.},
author = {Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig},
journal = {Dependence Modeling},
keywords = {Copula; Concordance; Quasi–copula; copula; concordance; quasi-copula},
language = {eng},
number = {1},
pages = {65-72, electronic only},
title = {Solution to an open problem about a transformation on the space of copulas},
url = {http://eudml.org/doc/266603},
volume = {2},
year = {2014},
}

TY - JOUR
AU - Fabrizio Durante
AU - Juan Fernández-Sánchez
AU - Wolfgang Trutschnig
TI - Solution to an open problem about a transformation on the space of copulas
JO - Dependence Modeling
PY - 2014
VL - 2
IS - 1
SP - 65
EP - 72, electronic only
AB - We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
LA - eng
KW - Copula; Concordance; Quasi–copula; copula; concordance; quasi-copula
UR - http://eudml.org/doc/266603
ER -

References

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