On the α-migrativity of multivariate semi-copulas

被引:23
作者
Durante, Fabrizio [1 ]
Fernandez-Sanchez, Juan [2 ]
Juan Quesada-Molina, Jose [3 ]
机构
[1] Free Univ Bozen Bolzano, Sch Econ & Management, Bolzano, Italy
[2] Univ Almeria, Grp Invest Anal Matemat, Almeria, Spain
[3] Univ Granada, Dept Matemat Aplicada, Granada, Spain
关键词
Copulas; Migrativity; Semi-copulas; SEMICOPULAS; NORMS;
D O I
10.1016/j.ins.2011.10.026
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper we introduce and study the alpha-migrative property for the class of multivariate semi-copulas. In particular, a characterization of alpha-migrative copulas is provided. (C) 2011 Elsevier Inc. All rights reserved.
引用
收藏
页码:216 / 223
页数:8
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