Aggregation functions: an approach using copulae
AbstractIn this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover, we define the joint aggregation density function.
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Bibliographic InfoPaper provided by Department of Applied Mathematics, Università Ca' Foscari Venezia in its series Working Papers with number 159.
Length: 10 pages
Date of creation: Nov 2007
Date of revision:
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