Semilinear copulas

被引：81
作者：
Durante, Fabrizio [1 ]
Kolesarova, Anna
Mesiar, Radko
Sempi, Carlo
机构：
[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
[2] Slovak Univ Technol Bratislava, Inst Informat Engn Automat & Math, SK-81237 Bratislava, Slovakia
[3] Slovak Univ Technol Bratislava, Dept Math & Descriptive Geometry, SK-81368 Bratislava, Slovakia
[4] Acad Sci Czech Republ, Inst Informat Theory & Automat, CZ-18208 Prague, Czech Republic
[5] Univ Salento, Dipartimento Matematica Ennio Giorgi, I-73100 Lecce, Italy
来源：
FUZZY SETS AND SYSTEMS | 2008年 / 159卷 / 01期
关键词：
copula; quasi-copula; semicopula;
D O I：
10.1016/j.fss.2007.09.001
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
A family of copulas, called semilinear, is constructed starting with some assumptions about the linearity of the copulas along some segments of the unit square. This family contains some other known families of copulas (e.g., Cuadras-Auge, Frechet) and has a nice statistical interpretation. Several construction methods are provided, especially concerning aggregation of semilinear copulas, and a special form of ordinal sum construction is introduced. Some results about related families of quasi-copulas and semicopulas are hence given. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：63 / 76
页数：14
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