Kybernetika 44 no. 6, 745-756, 2008

On quasi-homogeneous copulas

Gaspar Mayor, Radko Mesiar and Joan Torrens

Abstract:

Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.