Measure-Preserving Transformations, Copulæ and Compatibility View Full Text


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Article Info

DATE

2008-09

AUTHORS

Anna Kolesárová, Radko Mesiar, Carlo Sempi

ABSTRACT

.We study the relationship between copulas and measure-preserving transformations on the Borel sets of the unit interval. This also allows to investigate the connection with a restricted compatibility problem for copulas. To this end, in order to construct a 3-copula from two given 2-copulas A and B, we modify the *-operation introduced in Darsow et al., show that A * B is always compatible with A and B, and study the set \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal {D}(A,B)$$\end{document} of all copulas compatible with A and B. More... »

PAGES

325-339

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s00009-008-0153-2

DOI

http://dx.doi.org/10.1007/s00009-008-0153-2

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1020150514


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