On a family of multivariate copulas for aggregation processes

Fabrizio Durante; José Juan Quesada-Molina; Manuel Úbeda-Flores

doi:10.1016/j.ins.2007.07.019

On a family of multivariate copulas for aggregation processes

Fabrizio Durante
, José Juan Quesada-Molina
, Manuel Úbeda-Flores

Institut für Mathematische Methoden in Medizin und Datenbasierter Modellierung

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Abstract

We introduce a family of multivariate copulas - a special type of n-ary aggregation operations -- depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.

Originalsprache	Englisch
Seiten (von - bis)	5715-5724
Seitenumfang	10
Fachzeitschrift	Information Sciences
Volume	177
Ausgabenummer	24
DOIs	https://doi.org/10.1016/j.ins.2007.07.019
Publikationsstatus	Veröffentlicht - 15 Dez. 2007

Wissenschaftszweige

101029 Mathematische Statistik

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10.1016/j.ins.2007.07.019

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