On the relationship between modular functions and copulas

DOI10.1016/J.FSS.2014.07.024MaRDI QIDQ529358zbMATH OpenOpenAlexWikidataFDO

Authors Radko Mesiar, B. De Baets, H. De Meyer, Jana Kalická

Publication date 18 May 2017

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2014.07.024

zbMATH Keywords

1-Lipschitz continuitycopulamodular functionordinal sum

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• 2-increasing binary aggregation operators
• A characterization of quasi-copulas
• A method for constructing higher-dimensional copulas
• Absolutely continuous copulas with given sub-diagonal section
• Aggregation functions.
• Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
• Aggregation functions: means
• An introduction to copulas.
• Asymmetric semilinear copulas
• Bivariate copulas generated by perturbations
• Conic aggregation functions
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Copulas Constructed from Horizontal Sections
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Flipping and cyclic shifting of binary aggregation functions
• Gluing copulas
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• Lower semiquadratic copulas with a given diagonal section
• Minimizing a Submodular Function on a Lattice
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• New constructions of diagonal patchwork copulas
• On some construction methods for 1-Lipschitz aggregation functions
• On the characterization of a class of binary operations on distribution functions
• Ordinal sums and idempotents of copulas
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence
• Semilinear copulas
• Triangular norms
• Ultramodular aggregation functions

Cited in

(6)

• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• Construction of copulas with hairpin support
• Curved splicing of copulas
• On the lattice structure of the set of supermodular quasi-copulas
• Ultramodularity and copulas
• Several algorithms for constructing copulas via \(\ast\)-product decompositions

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