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Title: Quadratic transformations of multivariate semi-copulas
Authors: Prakassawat Boonmee
Pharunyou Chanthorn
Authors: Prakassawat Boonmee
Pharunyou Chanthorn
Keywords: Mathematics
Issue Date: 1-Dec-2020
Abstract: In this study, we introduce a construction of semi-copulas via a composition of multivariate semi-copulas with a quadratic polynomial. Obviously, such compositions will not always result in a semi-copula. Our main focus is to provide a characterization of such polynomials in terms of their coefficients. We found that the set of those coefficients forms a convex set with a linear boundary. We also found that several such transformations that are not a convex combination of semi-copulas.
ISSN: 16860209
Appears in Collections:CMUL: Journal Articles

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