On a family of copulas constructed from the diagonal section

被引:53
作者
Durante, F [1 ]
Mesiar, R
Sempi, C
机构
[1] Univ Lecce, Dipartimento Matemat Ennio De Giorgi, I-73100 Lecce, Italy
[2] Slovak Univ Technol Bratislava, Bratislava 81368, Slovakia
[3] Utia Av Cr, Prague 18208, Czech Republic
关键词
copulas; aggregation operators; measures of association;
D O I
10.1007/s00500-005-0523-7
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x,y)+vertical bar x-y vertical bar=C(x v y, x v y), for all (x,y) in the unit square such that C(x,y)> 0. Some statistical properties of this class are given.
引用
收藏
页码:490 / 494
页数:5
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