Copulas with given values on a horizontal and a vertical section

MaRDI QIDQ5446376zbMATH OpenFDO

Authors Fabrizio Durante, Carlo Sempi, A. Kolesárová, Radko Mesiar

Publication date 6 March 2008

Full work available at URL https://eudml.org/doc/33852, http://www.kybernetika.cz/content/2007/2/209

zbMATH Keywords

binary aggregation operatorhorizontal section

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• 2-increasing binary aggregation operators
• A method to obtain new copulas from a given one
• An introduction to copulas.
• Archimedean components of triangular norms
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections
• Copula and semicopula transforms
• Copulas Constructed from Horizontal Sections
• Extension to copulas and quasi-copulas as special 1-Lipschitz aggregation operators.
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• MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
• On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
• Transformations of copulas.
• Understanding Relationships Using Copulas

Cited in

(20)

• The dominance relation in some families of continuous Archimedean t-norms and copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
• Novel construction of copulas based on \((\alpha, \beta)\) transformation for fuzzy random variables
• Non-exchangeability of negatively dependent random variables
• Polynomial copula transformations
• A construction method of semicopulas from fuzzy negations
• On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
• The role of generalized convexity in conic copula constructions
• New families of symmetric/asymmetric copulas
• On copulas and differential inclusions
• Componentwise concave copulas and their asymmetry
• Lower semiquadratic copulas with a given diagonal section
• Copulas Constructed from Horizontal Sections
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• Fuzzy implications -- a (dis)similarity perspective
• Asymmetry of copulas with a given opposite diagonal section
• Exact upper bound for copulas with a given diagonal section
• Semilinear copulas
• Quasi-copulas with a given sub-diagonal section

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Uses Software

• QRM

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