International Journal of Mathematics and Mathematical Sciences
Volume 14 (1991), Issue 1, Pages 45-53
doi:10.1155/S0161171291000042
Some functionals for copulas
Claudi Alsina1
, A. Damas2
and J.J. Quesada2
1Departament de Matemàtiques i Estadistica, ETSAB, Universitat Politècnica de Catalunya, Barcelona 08028, Spain
2Departamento de Matemática Aplicada, Universidad de Granada, Granada 18071, Spain
Abstract
In this paper we study some functionals operating on the set of the n-copulas defined on [0,1]n. Conditions under which such functionals are well defined are determined and some counterexamples are described. The study of the fixed points (n-copulas) for these functionals is also considered, and, finally, some open problems are presented.