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

zbMATH Keywords

copula; concavity; convexity; supermodularity; Archimedean copula; ultramodularity; \(n\)-ary aggregation function

Mathematics Subject Classification ID

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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