Generators of copulas and aggregation

DOI10.1016/j.ins.2015.01.032zbMath1390.62088OpenAlexW2063095948MaRDI QIDQ1749092

Vadoud Najjari, Tomáš Bacigál, Radko Mesiar

Publication date: 15 May 2018

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2015.01.032

zbMATH Keywords

copulaconvexityaggregation functionArchimedean copulaadditive generatorpseudo-inverse of an additive generator

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (5)

Extended power-based aggregation of distance functions and application in image segmentation ⋮ On Generators in Archimedean Copulas ⋮ On lattices with a smallest set of aggregation functions ⋮ Additive generators of copulas ⋮ On generating of idempotent aggregation functions on finite lattices

Uses Software

• copula
• copula

Cites Work

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• Ultramodular aggregation functions
• Aggregation functions: means
• Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• A probabilistic interpretation of complete monotonicity
• Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
• Absorbent tuples of aggregation operators
• Generalized Increasing Convex and Directionally Convex Orders
• Ultramodular Functions
• Understanding Relationships Using Copulas
• Inequalities: theory of majorization and its applications

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