Compositions of copulas and quasi-copulas. (English) Zbl 1063.62075
López-Díaz, Miguel (ed.) et al., Soft methodology and random information systems. Collection of papers presented at the 2nd international conference on soft methods in probability and statistics (SMPS’2004), Oviedo, Spain, September 2–4, 2004. Berlin: Springer (ISBN 3-540-22264-2/pbk). Advances in Soft Computing, 189-196 (2004).
Summary: The object of the research here reported is the study of compositions of copulas, quasi-copulas and semicopulas by means of a two-place real function. Specifically, let \(A,B\) and \(\varphi\) be mappings from \([0,1]^2\) into \([0,1]\). We characterize the properties of \(\varphi\) which ensure \(\varphi(A,B)\) is in the same class of \(A\) and \(B\). In order to this aim, we introduce the new concept of \(P\)-increasing functions.
For the entire collection see [Zbl 1051.68019].
For the entire collection see [Zbl 1051.68019].
MSC:
| 62H05 | Characterization and structure theory for multivariate probability distributions; copulas |
| 60E99 | Distribution theory |
