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.
2011
9781447770190
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/1685088
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