Copula and semicopula transforms
Fabrizio Durante, Carlo Sempi · International Journal of Mathematics and Mathematical Sciences · 2005
We characterize the transformation, defined for every copula C, by Ch(x, y) : = h[−1](C(h(x), h(y))), where x and y belong to [0, 1] and h is a strictly increasing and continuous function on [0, 1]. We study this transformation also in the class of quasi‐copulas and semicopulas.