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Aggregation functions: an approach using copulae

Author

Listed:
  • Marta Cardin

    (Department of Applied Mathematics, University of Venice)

  • Maddalena Manzi

    (Department of Mathematics, University of Padua)

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.

Suggested Citation

  • Marta Cardin & Maddalena Manzi, 2007. "Aggregation functions: an approach using copulae," Working Papers 159, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    • Handle: RePEc:vnm:wpaper:159
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    JEL classification:

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

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