A hitchhiker's guide to quasi-copulas
From MaRDI portal
Publication:2219337
DOI10.1016/j.fss.2019.06.009zbMath1452.62343OpenAlexW2952270599WikidataQ127714687 ScholiaQ127714687MaRDI QIDQ2219337
Radko Mesiar, Bernard De Baets, J. J. Arias García
Publication date: 20 January 2021
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2019.06.009
Related Items (10)
Curved splicing of copulas ⋮ Extending sub-quasi-copulas ⋮ Extreme semilinear copulas ⋮ Best-possible bounds on the set of copulas with a given value of Spearman's footrule ⋮ Dedekind-MacNeille completion of multivariate copulas via ALGEN method ⋮ Multivariate imprecise Sklar type theorems ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Multivariate copulas with given values at two arbitrary points ⋮ Unnamed Item ⋮ New results on discrete copulas and quasi-copulas
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Flipping of multivariate aggregation functions
- Baire category results for quasi-copulas
- Binary survival aggregation functions
- Some results on the convergence of (quasi-) copulas
- Ultramodular aggregation functions
- Some results on a transformation of copulas and quasi-copulas
- Bivariate quasi-copulas and doubly stochastic signed measures
- Multivariate copulas, quasi-copulas and lattices
- Ordinal sums and idempotents of copulas
- Bell-type inequalities for quasi-copulas
- VaR bounds for joint portfolios with dependence constraints
- On copulas and their diagonals
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- On the compositional characterization of complete fuzzy pre-orders
- Additive decomposition of fuzzy pre-orders
- Extremes of the mass distribution associated with a trivariate quasi-copula
- Multivariate Bertino copulas
- On the best-possible upper bound on sets of copulas with given diagonal sections
- On copulas, quasicopulas and fuzzy logic
- Quasi-copulas with a given sub-diagonal section
- On the transitivity of a parametric family of cardinality-based similarity measures
- General results on the decomposition of transitive fuzzy relations
- Quasi-copulas and signed measures
- On the construction of copulas and quasi-copulas with given diagonal sections
- On a class of transformations of copulas and quasi-copulas
- Some new characterizations and properties of quasi-copulas
- On some construction methods for 1-Lipschitz aggregation functions
- Flipping and cyclic shifting of binary aggregation functions
- On nonparametric measures of dependence for random variables
- On \(\tau_T\) semigroups of probability distribution functions II
- A characterization of quasi-copulas
- Triangular norms as ordinal sums of semigroups in the sense of A. H. Clifford
- Characterizations of bivariate conic, extreme value, and Archimax copulas
- Sklar's theorem in an imprecise setting
- Baire category results for exchangeable copulas
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance
- Aggregation-based extensions of fuzzy measures
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
- On the characterization of a class of binary operations on distribution functions
- Best-possible bounds on sets of bivariate distribution functions
- On the lattice structure of the set of supermodular quasi-copulas
- A typical copula is singular
- A note on quasi-copulas and signed measures
- Absorbent tuples of aggregation operators
- The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
- Model-free bounds on value-at-risk using extreme value information and statistical distances
- Cyclic evaluation of transitivity of reciprocal relations
- On differential properties of copulas
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
- Ultramodularity and copulas
- Conjunctors and their residual implicators: characterizations and construction methods
- Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
- Meta-theorems on inequalities for scalar fuzzy set cardinalities
- Copula and semicopula transforms
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- Theory of capacities
- Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
- Sharp Bounds on a Class of Copulas with known Values at Several Points
- Defects and transformations of quasi-copulas
- ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION
- Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
- Bounds on Bivariate Distribution Functions with Given Margins and Known Values at Several Points
- Best-Possible Bounds on Sets of Multivariate Distribution Functions
- A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011)
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- Operations on distribution functions not derivable from operations on random variables
- L-superadditive structure functions
- MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
- Extensions of Capacities
- Principles of Copula Theory
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
This page was built for publication: A hitchhiker's guide to quasi-copulas