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Directly compatible copulas

delete2025-09-16
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M
Marta Paiusco
DOI：10.1016/j.fss.2025.109594delete
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Abstract

Abstract

En 中文
In this paper, we deal with the problem of preserving the copula property by means of a suitable composition of a multivariate copula with a bivariate one. A deep connection with a general method of construction of copulas, called distortion, is shown. The methodology is grounded in a general theorem connecting the d-increasingness property of a real function of d-variables to its partial derivatives. A characterization theorem is proved. Several examples are presented.

Journal

Fuzzy Sets and Systems cover
Fuzzy Sets and Systems
IF:
2.7
Papers:
7.6K
Citations:
1.5W

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