Invariant copulas
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
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Displaying similar documents to “Open problems posed at the tenth International conference on fuzzy set theory and applications (FSTA 2010, Liptovský Ján, Slovakia)”
Invariant copulas
Solution to an open problem about a transformation on the space of copulas
Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2014)
Dependence Modeling
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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.
Copula and semicopula transforms.
Durante, Fabrizio, Sempi, Carlo (2005)
International Journal of Mathematics and Mathematical Sciences
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Semicopulas: characterizations and applicability
Fabrizio Durante, José Quesada-Molina, Carlo Sempi (2006)
Kybernetika
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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.
Semicopulæ
Fabrizio Durante, Carlo Sempi (2005)
Kybernetika
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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, -norm.