Solution to an open problem about a transformation on the space of copulas

• Autorzy: Fabrizio Durante , Juan Fernández-Sánchez , Wolfgang Trutschnig
• Języki publikacji: EN

Abstrakty

EN

We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.

Słowa kluczowe

EN

Copula; Concordance; Quasi–copula

Kategorie tematyczne

• 62H05: Characterization and structure theory

• Wydawca: De Gruyter Open
• Czasopismo: Dependence Modeling
• Rocznik: 2014
• Tom: 2
• Numer: 1

Daty

otrzymano

2014-09-12

zaakceptowano

2014-10-29

online

2014-11-10

Twórcy

autor

Fabrizio Durante

• Faculty of Economics and Management, Free University of Bozen-Bolzano, I-
  39100 Bolzano, Italy

autor

Juan Fernández-Sánchez

• Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano,
  Almería, Spain

autor

Wolfgang Trutschnig

• Department for Mathematics, University of Salzburg, Salzburg, Austria

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Identyfikatory

DOI

10.2478/demo-2014-0005