Transformations of Copulas and Quasi-Copulas View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2004

AUTHORS

Miguel López-Díaz , María Á. Gil , Przemysław Grzegorzewski , Olgierd Hryniewicz , Jonathan Lawry , Erich Peter Klement , Radko Mesiar , Endre Pap

ABSTRACT

Transformations of aggregation operators preserving the class of copulas and quasi-copulas, respectively, are shown to be concave automorphisms of the unit interval. Attractors of copulas are discussed, special attention being paid to power transformations and the relationship between the corresponding attractors and the so-called maximum attractor (quasi-)copulas. The class of quasi-copulas stable under power transformations is characterized, and it is conjectured that it coincides with the class of all maximum attractor quasi-copulas. Also, examples of copulas not belonging to the maximum domain of attraction of any copula are provided. More... »

PAGES

181-188

References to SciGraph publications

  • 2000. Triangular Norms in NONE
  • Book

    TITLE

    Soft Methodology and Random Information Systems

    ISBN

    978-3-540-22264-4
    978-3-540-44465-7

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-3-540-44465-7_21

    DOI

    http://dx.doi.org/10.1007/978-3-540-44465-7_21

    DIMENSIONS

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