Focal Copulas: A Common Framework for Various Classes of Semilinear Copulas

被引：7

作者：

Jwaid, Tarad ^{[1
]}

De Baets, Bernard ^{[1
]}

De Meyer, Hans ^{[2
]}

机构：

[1] Univ Ghent, Dept Math Modelling Stat & Bioinformat, KERMIT, Coupure Links 653, B-9000 Ghent, Belgium

[2] Univ Ghent, Dept Appl Math Comp Sci & Stat, Krijgslaan 281 S9, B-9000 Ghent, Belgium

来源：

MEDITERRANEAN JOURNAL OF MATHEMATICS | 2016年 / 13卷 / 05期

关键词：

Semi-copula; quasi-copula; copula; diagonal section; linear interpolation; 1-LIPSCHITZ AGGREGATION OPERATORS; QUASI-COPULAS; DIAGONAL SECTIONS; CONSTRUCTION; TRANSITIVITY; FAMILY;

D O I：

10.1007/s00009-015-0664-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new method to construct semi-copulas is introduced. These semi-copulas are called focal semi-copulas and their construction is based on linear interpolation on segments connecting the diagonal of the unit square with two focal points. Several classes of semilinear semi-copulas, such as lower semilinear semi-copulas, upper semilinear semi-copulas, ortholinear semi-copulas and biconic semi-copulas with a given diagonal section, turn out to be special cases of focal semi-copulas. Subclasses of focal semi-copulas, such as focal (quasi-)copulas are characterized as well.

引用

页码：2911 / 2934

页数：24

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