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

Durante Fabrizio, Fernández-Sánchez Juan and Trutschnig Wolfgang
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Durante Fabrizio: Faculty of Economics and Management, Free University of Bozen-Bolzano, I- 39100 Bolzano, Italy
Fernández-Sánchez Juan: Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain
Trutschnig Wolfgang: Department for Mathematics, University of Salzburg, Salzburg, Austria

Dependence Modeling, 2014, vol. 2, issue 1, 8

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.

Keywords: Copula; Concordance; Quasi–copula; 62H05; Copula; Concordance; Quasi–copula; 62H05 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:2:y:2014:i:1:p:8:n:5

DOI: 10.2478/demo-2014-0005

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