Asymmetric semilinear copulas

被引：0
作者：
De Baets, Bernard
De Meyer, Hans
Mesiar, Radko
机构：
[1] Univ Ghent, Dept Appl Math Biometr & Process Control, B-9000 Ghent, Belgium
[2] Univ Ghent, Dept Appl Math & Comp Sci, B-9000 Ghent, Belgium
[3] Slovak Tech Univ Bratislava, Dept Math & Descript Geometry, Bratislava 81368, Slovakia
[4] Univ Ostrava, Inst Res Applicat Fuzzy Modelling, Ostrava 70103, Czech Republic
来源：
KYBERNETIKA | 2007年 / 43卷 / 02期
关键词：
asymmetry; copula; diagonal section; semilinear copula; symmetry;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by 1/16. The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of II and M.
引用
收藏
页码：221 / 233
页数：13
相关论文
共 50 条
[21]   On the Structure of the Classes of Copulas and Quasi-Copulas with a Given Diagonal Section [J].
Fernandez-Sanchez, Juan ;
Ubeda-Flores, Manuel .
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2020, 28 (03) :513-524
[22]   Multivariate Bertino copulas [J].
Garcia, J. J. Arias ;
De Meyer, H. ;
De Baets, B. .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2016, 434 (02) :1346-1364
[23]   Construction of asymmetric copulas and its application in two-dimensional reliability modelling [J].
Wu, Shaomin .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2014, 238 (02) :476-485
[24]   Curved splicing of copulas [J].
Jwaid, T. ;
De Meyer, H. ;
Ismail, A. Haj ;
De Baets, B. .
INFORMATION SCIENCES, 2021, 556 :95-110
[25]   Exact upper bound for copulas with a given diagonal section [J].
Bukovsek, Damjana Kokol ;
Mojskerc, Blaz ;
Stoparb, Nik .
FUZZY SETS AND SYSTEMS, 2024, 480
[26]   Reflection invariant copulas [J].
Durante, Fabrizio ;
Fuchs, Sebastian .
FUZZY SETS AND SYSTEMS, 2019, 354 :63-73
[27]   Maximum asymmetry of copulas revisited [J].
Kamnitui, Noppadon ;
Fernandez-Sanchez, Juan ;
Trutschnig, Wolfgang .
DEPENDENCE MODELING, 2018, 6 (01) :47-62
[28]   ON QUASI-HOMOGENEOUS COPULAS [J].
Mayor, Gaspar ;
Mesiar, Radko ;
Torrens, Joan .
KYBERNETIKA, 2008, 44 (06) :745-756
[29]   Zero-linear copulas [J].
Fernandez-Sanchez, Juan ;
Ubeda-Flores, Manuel .
INFORMATION SCIENCES, 2019, 503 :23-38
[30]   EXTREME DISTRIBUTION FUNCTIONS OF COPULAS [J].
Ubeda-Flores, Manuel .
KYBERNETIKA, 2008, 44 (06) :817-825
12345