Aggregation functions: an approach using copulae

Marta Cardin and Maddalena Manzi ()
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Maddalena Manzi: Department of Mathematics, University of Padua

No 159, Working Papers from Department of Applied Mathematics, Università Ca' Foscari Venezia

Abstract: In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover, we define the joint aggregation density function.

JEL-codes: C02 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2007-11
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