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

页码：42 / 50

页数：9

共 50 条

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