Copula and semicopula transforms

  • DURANTE, FABRIZIO
  • SEMPI, Carlo
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Publication date
January 2005
Publisher
University of Central Florida Department of Mathematics:PO Box 161364:Orlando, FL 32816:(215)893-4392, (407)823-2478, EMAIL: rmu@ijmms.ephouse.com, Fax: (215)893-4392
Language
English

Abstract

We characterize the transformation, defined for every copula $C$, by $C_h(x,y):=h^{(-1)}(C(h(x),h(y))$, where $x$ and $y$ belong to $[0,1]$ and $h$ is a strictly increasing and continuous function on $[0,1]$. We study this transformation also in the class of quasi-copulas and semicopulas

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