A Functional for Copulas and Quasi-Copulas. (3rd May 2012)

• Record Type: Journal Article
• Authors: Úbeda-Flores, Manuel
• Other Names: Proppe C. Academic Editor.; Wu C.-W. Academic Editor.
• Is Part Of: ISRN probability and statistics. Volume 2012(2012)
• Publication Date: 2012-05-03
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Electronic journals; Periodicals; 519
• DOI: 10.5402/2012/468758
• Languages: English
• ISSNs: 2090-4711

Abstract

Abstract : We recall and study some properties of a known functional operating on the set of n -copulas and determine conditions under such functional is well defined on the set of n -quasi-copulas. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.