Generators of copulas and aggregation

DOI10.1016/J.INS.2015.01.032MaRDI QIDQ1749092zbMATH OpenOpenAlexFDO

Authors Tomáš Bacigál, Radko Mesiar, Vadoud Najjari

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

copulaArchimedean copulaconvexityaggregation functionadditive generatorpseudo-inverse of an additive generator

Mathematics Subject Classification ID

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

Recommendations

• Additive generators of copulas
• On Generators in Archimedean Copulas
• Integral generators of Archimedean \(n\)-copulas
• Constructing Archimedean copulas from diagonal sections
• Properties of the induced semigroup of an Archimedean copula

Cites work

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• Ultramodular Functions
• Ultramodular aggregation functions
• Understanding Relationships Using Copulas

Cited in

(14)

• Extreme generators of shock induced copulas
• Integral generators of Archimedean \(n\)-copulas
• On generating of idempotent aggregation functions on finite lattices
• Ultramodularity and copulas
• Extended power-based aggregation of distance functions and application in image segmentation
• Archimedean copulas derived from utility functions
• Convergence of linear approximation of Archimedean generator from Williamson's transform in examples
• Aggregation functions: A multivariate approach using copulae
• Properties of the induced semigroup of an Archimedean copula
• Additive generators of copulas
• A method to obtain new copulas from a given one
• scientific article; zbMATH DE number 1228874 (Why is no real title available?)
• On Generators in Archimedean Copulas
• On lattices with a smallest set of aggregation functions

Describes a project that uses

Uses Software

• copula
• copula

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