Copula-based universal integrals

Erich Peter Klement, Fabio Spizzichino, Radko Mesiar, Andrea Stupňanová · 2013

A hierarchical family of copula-based integrals is introduced and discussed. When considering the product copula, a family of decomposition integrals independently introduced by Even and Lehrer, and by Mesiar and Stupňanová, is recovered. Boundary members are distinguished universal integrals introduced by Klement at al. in 2010.

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