Copula and semicopula transforms

Fabrizio Durante and Carlo Sempi

International Journal of Mathematics and Mathematical Sciences, 2005, vol. 2005, 1-11

Abstract:

We characterize the transformation, defined for every copula C , by C h ( x , y ) : = h [ − 1 ] ( C ( h ( x ) , h ( y ) ) ) , where x and y belong to [ 0 , 1 ] and h is a strictly increasing and continuous function on [ 0 , 1 ] . We study this transformation also in the class of quasi-copulas and semicopulas.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:367965

DOI: 10.1155/IJMMS.2005.645

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