Generators of copulas and aggregation

DOI10.1016/J.INS.2015.01.032zbMATH Open1390.62088OpenAlexW2063095948MaRDI QIDQ1749092FDOQ1749092

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

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

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)

Cites Work

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• Inequalities: theory of majorization and its applications
• An introduction to copulas.
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Absorbent tuples of aggregation operators
• Aggregation functions.
• Title not available (Why is that?)
• Understanding Relationships Using Copulas
• A probabilistic interpretation of complete monotonicity
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• Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms
• Aggregation functions: means
• Generalized Increasing Convex and Directionally Convex Orders
• Ultramodular Functions
• Ultramodular aggregation functions
• Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
• Title not available (Why is that?)

Cited In (10)

• A method to obtain new copulas from a given one
• On Generators in Archimedean Copulas
• On lattices with a smallest set of aggregation functions
• Properties of the induced semigroup of an Archimedean copula
• Title not available (Why is that?)
• Aggregation functions: A multivariate approach using copulae
• Extreme generators of shock induced copulas
• On generating of idempotent aggregation functions on finite lattices
• Extended power-based aggregation of distance functions and application in image segmentation
• Additive generators of copulas

Uses Software

• copula
• copula

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