Maximal directions of monotonicity of an aggregation function

Abstract

We introduce the concept of maximal directions of increasingness (resp. decreasingness) of an aggregation function. In the bivariate case, we derive these maximal directions with respect to points on the main diagonal of the unit square for a symmetric aggregation function that has either piecewise convex or piecewise concave level curves and is differentiable up to second order. With any bivariate aggregation function of the latter type we associate another bivariate aggregation function that has the same maximal directions of increasingness (resp. decreasingness) while having straight lines as level curves. We explore under which conditions the latter aggregation function is a semi-copula, a quasi-copula or a copula. As a by-product we establish a new construction method for aggregation functions with given diagonal section.