The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
From MaRDI portal
Publication:2374514
DOI10.1016/j.ijar.2016.08.009zbMath1401.62078OpenAlexW2518561215WikidataQ60255687 ScholiaQ60255687MaRDI QIDQ2374514
Radko Mesiar, J. J. Arias García, Bernard De Baets
Publication date: 15 December 2016
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2016.08.009
supermodularityLipschitz continuityaggregation function\(n\)-copula\(n\)-quasi-copula\(n\)-increasingness
Related Items (7)
Copulas with given values on the tails ⋮ A hitchhiker's guide to quasi-copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Copulas, uncertainty, and false discovery rate control ⋮ On the construction of radially symmetric copulas in higher dimensions ⋮ Extremal Lipschitz continuous aggregation functions with a given diagonal section ⋮ On the lattice structure of the set of supermodular quasi-copulas
Cites Work
- 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
- Binary survival aggregation functions
- Ultramodular aggregation functions
- Multivariate copulas, quasi-copulas and lattices
- Bell-type inequalities for quasi-copulas
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate Bertino copulas
- On the transitivity of a parametric family of cardinality-based similarity measures
- On representations of 2-increasing binary aggregation functions
- Flipping and cyclic shifting of binary aggregation functions
- A characterization of quasi-copulas
- Triangular norms as ordinal sums of semigroups in the sense of A. H. Clifford
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance
- Aggregation-based extensions of fuzzy measures
- On the characterization of a class of binary operations on distribution functions
- Best-possible bounds on sets of bivariate distribution functions
- Cyclic evaluation of transitivity of reciprocal relations
- Ultramodularity and copulas
- Meta-theorems on inequalities for scalar fuzzy set cardinalities
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
- 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)
- L-superadditive structure functions
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
- Multilinear Extensions of Games
This page was built for publication: The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
