On a family of multivariate copulas for aggregation processes

DOI10.1016/J.INS.2007.07.019MaRDI QIDQ2465343zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores

Publication date 3 January 2008

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2007.07.019

zbMATH Keywords

1-Lipschitz condition\(n\)-increasing propertyaggregation operationcopula

Mathematics Subject Classification ID

Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Computing methodologies for information systems (hypertext navigation, interfaces, decision support, etc.) (68U35)

Recommendations

• Aggregation functions: A multivariate approach using copulae
• Lipschitz continuity of copulas w.r.t. \(L_p\)-norms
• Semilinear copulas
• On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
• A new family of symmetric bivariate copulas

Cites work

• 2-increasing binary aggregation operators
• A continuous general multivariate distribution and its properties
• A method to obtain new copulas from a given one
• A new class of symmetric bivariate copulas
• A new family of symmetric bivariate copulas
• Absorbent tuples of aggregation operators
• An introduction to copulas.
• Best-possible bounds on sets of bivariate distribution functions
• Best-Possible Bounds on Sets of Multivariate Distribution Functions
• Concordance and copulas: a survey
• Handling of neutral information by aggregation operators
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 4201233 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1986059 (Why is no real title available?)
• scientific article; zbMATH DE number 2037792 (Why is no real title available?)
• Modeling the concept of majority opinion in group decision making
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• On the characterization of a class of binary operations on distribution functions
• On the extremal dependence coefficient of multivariate distributions
• On the use of aggregation operations in information fusion processes.
• OWA trees and their role in security modeling using attack trees
• Semicopulas: characterizations and applicability
• Semicopulæ.
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Triangular norms
• Weighted ordinal means

Cited in

(39)

• On representations of 2-increasing binary aggregation functions
• Lévy-frailty copulas
• Diagonal plane sections of trivariate copulas
• Directional dependence of random vectors
• A probabilistic view on semilinear copulas
• A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
• The infinite extendibility problem for exchangeable real-valued random vectors
• Multivariate upper semilinear copulas
• A class of bivariate copula mappings
• Exogenous shock models: analytical characterization and probabilistic construction
• Supermigrative semi-copulas and triangular norms
• Shock models with dependence and asymmetric linkages
• On a generalization of Archimedean copula family
• Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
• d-dimensional dependence functions and Archimax copulas
• Exchangeable exogenous shock models
• Further results for a general family of bivariate copulas
• Sample d-copula of order m
• scientific article; zbMATH DE number 5618861 (Why is no real title available?)
• A flexible and tractable class of one-factor copulas
• Aging functions and multivariate notions of NBU and IFR
• Aggregation functions: A multivariate approach using copulae
• On a comparison between Mahalanobis distance and Choquet integral: the Choquet-Mahalanobis operator
• On the -migrativity of multivariate semi-copulas
• A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
• Copulas based on Marshall-Olkin machinery
• Extreme semilinear copulas
• Aggregation Function Constructed from Copula
• Multivariate hierarchical copulas with shocks
• A generalization of Archimedean and Marshall-Olkin copulas family
• A class of bivariate independence copula transformations
• Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence
• Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components
• Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions
• New constructions of diagonal patchwork copulas
• Semilinear copulas
• Constructing copula functions with weighted geometric means
• Marshall-Olkin type copulas generated by a global shock
• Multivariate Markov families of copulas

This page was built for publication: On a family of multivariate copulas for aggregation processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2465343)