Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula

DOI10.1016/j.ijar.2019.05.012zbMath1471.60023OpenAlexW2947357876WikidataQ127760013 ScholiaQ127760013MaRDI QIDQ2299245

H. E. De Meyer, Bernard De Baets

Publication date: 20 February 2020

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2019.05.012

zbMATH Keywords

Frank copulareciprocal relationwinning probabilitycutting levelcycle-free relationstrict partial order

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Distribution theory (60E99)

Related Items (2)

Special issue on 9th international conference on soft methods in probability and statistics (SMPS) ⋮ A trivariate Gaussian copula stochastic frontier model with sample selection

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