Solution to an open problem about a transformation on the space of copulas
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.
Year of publication: |
2014
|
---|---|
Authors: | Fabrizio, Durante ; Juan, Fernández-Sánchez ; Wolfgang, Trutschnig |
Published in: |
Dependence Modeling. - De Gruyter Open. - Vol. 2.2014, 1, p. 8-8
|
Publisher: |
De Gruyter Open |
Subject: | Copula | Concordance | Quasi–copula |
Saved in:
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