A Characterization of the Orthogonal Grid Constructions of Copulas

被引:1
作者
Fernandez Sanchez, Juan [1 ]
Ubeda-Flores, Manuel [2 ]
机构
[1] Univ Almeria, Grp Invest Anal Matemat, Almeria 04120, Spain
[2] Univ Almeria, Dept Matemat, Almeria 04120, Spain
关键词
Copula; orthogonal grid construction; 2-increasing;
D O I
10.1109/TFUZZ.2013.2282398
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
A framework for constructing copulas that can be regarded as a patchwork-like assembly of arbitrary copulas, with nonoverlapping rectangles as patches, is studied in [B. De Baets and H. De Meyer, "Orthogonal grid constructions of copulas," IEEE Trans. Fuzzy Syst., vol. 15, no. 6, pp. 1053-1062, Dec. 2007], where the authors provide sufficient conditions to derive a family of construction methods. Our aim in this paper is to provide a characterization of such constructions.
引用
收藏
页码:1045 / 1047
页数:4
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