Associative $n$-dimensional copulas
Kybernetika, Tome 47 (2011) no. 1, pp. 93-99
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
The associativity of $n$-dimensional copulas in the sense of Post is studied. These copulas are shown to be just $n$-ary extensions of associative 2-dimensional copulas with special constraints, thus they solve an open problem of R. Mesiar posed during the International Conference FSTA 2010 in Liptovský Ján, Slovakia.
Classification :
03E72
Keywords: Archimedean copula; associativity in the sense of Post; $n$-dimensional copula
Keywords: Archimedean copula; associativity in the sense of Post; $n$-dimensional copula
@article{KYB_2011__47_1_a6,
author = {Stup\v{n}anov\'a, Andrea and Koles\'arov\'a, Anna},
title = {Associative $n$-dimensional copulas},
journal = {Kybernetika},
pages = {93--99},
publisher = {mathdoc},
volume = {47},
number = {1},
year = {2011},
mrnumber = {2807866},
zbl = {1225.03071},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a6/}
}
Stupňanová, Andrea; Kolesárová, Anna. Associative $n$-dimensional copulas. Kybernetika, Tome 47 (2011) no. 1, pp. 93-99. http://geodesic.mathdoc.fr/item/KYB_2011__47_1_a6/