Additive generators of copulas

被引：9
|
作者：
Bacigal, Tomas [1 ]
Najjari, Vadoud [4 ]
Mesiar, Radko [1 ,2 ]
Bal, Hasan [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] Gazi Univ, Fac Sci, Dept Stat, Ankara, Turkey
[4] Islamic Azad Univ, Dept Math, Maragheh Branch, Maragheh, Iran
来源：
FUZZY SETS AND SYSTEMS | 2015年 / 264卷
关键词：
Additive generator; Archimedean copula; Copula; Joint distribution function; ARCHIMEDEAN COPULAS; MONOTONE-FUNCTIONS;
D O I：
10.1016/j.fss.2014.10.001
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this study, we discuss additive generators of copulas with a fixed dimension n >= 2and additive generators that yield copulas for any dimension n >= 2. We review the reported methods used to construct additive generators of copulas, and we introduce and exemplify some new construction methods. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码：42 / 50
页数：9
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