Journal
FUZZY SETS AND SYSTEMS
Volume 393, Issue -, Pages 160-166Publisher
ELSEVIER
DOI: 10.1016/j.fss.2019.04.023
Keywords
Archimedean copula; Copula; Idempotent transformation
Funding
- Ministry of Economy and Competitiveness (Spain) [MTM2014-60594-P]
- FEDER
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In De Baets et al. [6] the authors define, for a copula C, an idempotent transformation D[C] which, in some cases, generates new copulas. In this note we give a (negative) answer to a question posed in [6], showing that D[C] is not necessarily a copula when Cis an absolutely continuous Archimedean copula. (C) 2019 Elsevier B.V. All rights reserved.
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