On a conjecture about the Frank copula family

DOI10.1016/J.FSS.2012.07.007MaRDI QIDQ2445558zbMATH OpenOpenAlexDBLPWikidataFDO

Authors B. De Baets, H. De Meyer

Publication date 14 April 2014

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2012.07.007

zbMATH Keywords

Frank copulareciprocal relationtransitivitywinning probability

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• The Frank inequality
• Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
• A directory of families of infinitely extendible Archimedean copulas
• Bell-type inequalities for quasi-copulas
• Frank's condition for multivariate Archimedean copulas

Cites work

• An introduction to copulas.
• Binary choice probabilities: on the varieties of stochastic transitivity
• Conic aggregation functions
• Cycle-transitive comparison of independent random variables
• Cyclic evaluation of transitivity of reciprocal relations
• Extreme copulas and the comparison of ordered lists
• Frank's family of bivariate distributions
• General transitivity conditions for fuzzy reciprocal preference matrices.
• scientific article; zbMATH DE number 4070582 (Why is no real title available?)
• On the cycle-transitive comparison of artificially coupled random variables
• On the cycle-transitivity of the dice model
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• On the transitivity of the comonotonic and countermonotonic comparison of random variables
• Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity
• Triangular norms

Cited in

(5)

• The Frank inequality
• Perturbations of copulas and mixing properties
• Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
• A conjecture of Bertino: from copulas to graph theory
• A proof of Frankl's conjecture on cross-union families

This page was built for publication: On a conjecture about the Frank copula family

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2445558)