Kybernetika 47 no. 1, 93-99, 2011

Associative n - dimensional copulas

Andrea Stupňanová and Anna Kolesárová

Abstract:

The associativity of $n$-dimensional copulas in the sense of Post is studied. These copulas are shown to be just $n$-ary extensions of associative 2-dimensional copulas with special constraints, thus they solve an open problem of R. Mesiar posed during the International Conference FSTA 2010 in Liptovsk\'y J\'an, Slovakia.

Keywords:

Archimedean copula, associativity in the sense of Post, $n$-dimensional copula

Classification:

03E72

paper.pdf

References:

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