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Aggregation functions: an approach using copulae

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Author Info
Marta Cardin () (Department of Applied Mathematics, University of Venice)
Maddalena Manzi () (Department of Mathematics, University of Padua)

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Abstract

In 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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File URL: http://www.dma.unive.it/wpdma/2007wp159.pdf
File Format: application/pdf
File Function: First version, 2007
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Publisher Info
Paper provided by Department of Applied Mathematics, University of Venice in its series Working Papers with number 159.

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Length: 10 pages
Date of creation: Nov 2007
Date of revision:
Handle: RePEc:vnm:wpaper:159

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C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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This page was last updated on 2009-12-2.

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