We extend the recent notion of supermigrativity, originally introduced for commutative semicopulas, to various classes of aggregation functions. A positive dependence property between bivariate random vectors is introduced and investigated by means of supermigrative copulas satisfying a particular inequality.
SUPERMIGRATIVE AGGREGATION FUNCTIONS
GHISELLI RICCI, Roberto
2011
Abstract
We extend the recent notion of supermigrativity, originally introduced for commutative semicopulas, to various classes of aggregation functions. A positive dependence property between bivariate random vectors is introduced and investigated by means of supermigrative copulas satisfying a particular inequality.File in questo prodotto:
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