Extreme copulas and the comparison of ordered lists

DOI10.1007/s11238-006-9012-4zbMath1115.60019OpenAlexW2039966127WikidataQ60257996 ScholiaQ60257996MaRDI QIDQ885067

H. E. De Meyer, Bernard De Baets, Bart de Schuymer

Publication date: 7 June 2007

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-006-9012-4

zbMATH Keywords

copulatransitivityprobabilistic relationcomonotonic-countermonotonic comparisonordered list

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (16)

On the transitivity of the comonotonic and countermonotonic comparison of random variables ⋮ A frequentist view on cycle-transitivity of reciprocal relations ⋮ A necessary 4-cycle condition for dice representability of reciprocal relations ⋮ A transitivity analysis of bipartite rankings in pairwise multi-class classification ⋮ On the cycle-transitivity of the mutual rank probability relation of a poset ⋮ A study on the transitivity of probabilistic and fuzzy relations ⋮ On the ERA ranking representability of pairwise bipartite ranking functions ⋮ On a conjecture about the Frank copula family ⋮ On the random generation of monotone data sets ⋮ Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity ⋮ On the cycle-transitive comparison of artificially coupled random variables ⋮ Preference Modelling, a Matter of Degree ⋮ The Frank inequality ⋮ Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula ⋮ Generalized transitivity: a systematic comparison of concepts with an application to preferences in the Babington Smith model ⋮ Multivariate winning probabilities

Cites Work

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• An introduction to copulas.
• Rationality of fuzzy reciprocal preference relations
• Generalized transitive tournaments and doubly stochastic matrices
• Binary choice probabilities: on the varieties of stochastic transitivity
• General transitivity conditions for fuzzy reciprocal preference matrices.
• Half-integrality of vertices of the generalized transitive tournament polytope \((n=6)\)
• On the cycle-transitivity of the dice model
• Triangular norms
• Cyclic evaluation of transitivity of reciprocal relations
• Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity
• Cycle-transitive comparison of independent random variables

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