On quasi-homogeneous copulas
Kybernetika, Tome 44 (2008) no. 6, pp. 745-756
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.
@article{KYB_2008__44_6_a1,
author = {Mayor, Gaspar and Mesiar, Radko and Torrens, Joan},
title = {On quasi-homogeneous copulas},
journal = {Kybernetika},
pages = {745--756},
publisher = {mathdoc},
volume = {44},
number = {6},
year = {2008},
mrnumber = {2488902},
zbl = {1196.62058},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2008__44_6_a1/}
}
Mayor, Gaspar; Mesiar, Radko; Torrens, Joan. On quasi-homogeneous copulas. Kybernetika, Tome 44 (2008) no. 6, pp. 745-756. http://geodesic.mathdoc.fr/item/KYB_2008__44_6_a1/