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
[41]   Aspects of conditional symmetry and asymmetry of copulas [J].
Dolati, A. ;
Mokhtari, E. ;
Dastbaravarde, A. .
IRANIAN JOURNAL OF FUZZY SYSTEMS, 2024, 21 (06) :1-13
[42]   A class of multivariate copulas based on products of bivariate copulas [J].
Mazo, Gildas ;
Girard, Stephane ;
Forbes, Florence .
JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 140 :363-376
[43]   Some results on a transformation of copulas and quasi-copulas [J].
Dolati, Ali ;
Mohseni, Soheyla ;
Ubeda-Flores, Manuel .
INFORMATION SCIENCES, 2014, 257 :176-182
[44]   A link between Kendall's τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support [J].
Sanchez, Juan Fernandez ;
Trutschnig, Wolfgang .
DEPENDENCE MODELING, 2023, 11 (01)
[45]   Transformations of copulas [J].
Klement, EP ;
Mesiar, R ;
Pap, E .
KYBERNETIKA, 2005, 41 (04) :425-434
[46]   Shuffles of copulas [J].
Durante, Fabrizio ;
Sarkoci, Peter ;
Sempi, Carlo .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2009, 352 (02) :914-921
[47]   Discrete copulas [J].
Kolesarova, A. ;
Mesiar, R. ;
Mordelova, J. ;
Sempi, C. .
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2006, 14 (05) :698-705
[48]   DUCS COPULAS [J].
Mesiar, Radko ;
Pekarova, Monika .
KYBERNETIKA, 2010, 46 (06) :1069-1077
[49]   On (α,β)-homogeneous copulas [J].
Fernandez-Sanchez, Juan ;
Juan Quesada-Molina, Jose ;
Ubeda-Flores, Manuel .
INFORMATION SCIENCES, 2013, 221 :181-191
[50]   Exchangeable copulas [J].
Ricci, Roberto Ghiselli .
FUZZY SETS AND SYSTEMS, 2013, 220 :88-98
12345