Ultramodularity and copulas
DOI10.1216/RMJ-2014-44-1-189zbMath1371.62050MaRDI QIDQ2453639
Erich Peter Klement, Maddalena Manzi, Radko Mesiar
Publication date: 10 June 2014
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.rmjm/1401740498
copula; concavity; convexity; supermodularity; Archimedean copula; ultramodularity; \(n\)-ary aggregation function
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
62E10: Characterization and structure theory of statistical distributions
26B25: Convexity of real functions of several variables, generalizations
26B35: Special properties of functions of several variables, Hölder conditions, etc.
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