Some functionals for copulas

C. Alsina, A. Damas and J. J. Quesada

International Journal of Mathematics and Mathematical Sciences, 1991, vol. 14, 1-9

Abstract:

In this paper we study some functionals operating on the set of the n -copulas defined on [ 0 , 1 ] n . Conditions under which such functionals are well defined are determined and some counterexamples are described. The study of the fixed points ( n -copulas) for these functionals is also considered, and, finally, some open problems are presented.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:806740

DOI: 10.1155/S0161171291000042

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