Generators of copulas and aggregation

被引：18

作者：

Bacigal, Tomas ^{[1
]}

Mesiar, Radko ^{[1
,2
]}

Najjari, Vadoud ^{[3
]}

机构：

[1] Slovak Univ Technol Bratislava, Fac Civil Engn, Bratislava, Slovakia

[2] Univ Ostrava, Inst Res & Applicat Fuzzy Modeling, Ostrava, Czech Republic

[3] Islamic Azad Univ, Dept Math, Maragheh Branch, Maragheh, Iran

来源：

INFORMATION SCIENCES | 2015年 / 306卷

关键词：

Additive generator; Aggregation function; Archimedean copula; Copula; Pseudo-inverse of an additive generator; Convexity; ARCHIMEDEAN COPULAS; MONOTONE-FUNCTIONS; CONSTRUCTION;

D O I：

10.1016/j.ins.2015.01.032

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The most applied class of copulas for fitting purposes is undoubtedly the class of Archimedean copulas due to their representation by means of single functions of one variable, i.e., by means of additive generators or the corresponding pseudo-inverses. In this paper, we characterize aggregation functions preserving additive generators (pseudo-inverses of additive generators) of Archimedean copulas. As a by-product, we obtain an efficient method to construct new additive generators from some given ones. (C) 2015 Elsevier Inc. All rights reserved.

引用

页码：81 / 87

页数：7

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