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 multi linear form with marginal copulae. Moreover we will define also the joint aggregation density function.
Aggregations functions: a multivariate approach using copulae
CARDIN, Marta;
2008-01-01
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 multi linear form with marginal copulae. Moreover we will define also the joint aggregation density function.
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