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Kybernetika 44(6):745-756, 2008.

On Quasi-Homogeneous Copulas

Gaspar Mayor, Radko Mesiar and Joan Torrens


Abstract:

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.


Keywords: copula; diagonal section; quasi-homogeneity;


AMS: 62H05; 62E10;


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BIB TeX

@article{kyb:2008:6:745-756,

author = {Mayor, Gaspar and Mesiar, Radko and Torrens, Joan },

title = {On Quasi-Homogeneous Copulas},

journal = {Kybernetika},

volume = {44},

year = {2008},

number = {6},

pages = {745-756}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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