On a family of multivariate copulas for aggregation processes
Sprache des Titels:
Englisch
Original Kurzfassung:
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.