On a family of multivariate copulas for aggregation processes

Authors:
Fabrizio Durante;José Juan Quesada-Molina;Manuel íbeda-Flores
Affiliations:
Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, A-4040 Linz, Austria;Departamento de Matemática Aplicada, Universidad de Granada, E-18071 Granada, Spain;Departamento de Estadística y Matemática Aplicada, Universidad de Almería, E-04120 Almería, Spain
Venue:
Information Sciences: an International Journal
Year:
2007

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Abstract

We introduce a family of multivariate copulas - a special type of n-ary aggregation operations - depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.