On an idempotent transformation of aggregation functions and its application on absolutely continuous Archimedean copulas

被引:10
作者
De Baets, B. [1 ]
De Meyer, H. [2 ]
Diaz, S. [3 ]
机构
[1] Univ Ghent, Dept Appl Math Biometr & Proc Control, B-9000 Ghent, Belgium
[2] Univ Ghent, Dept Appl Math & Comp Sci, B-9000 Ghent, Belgium
[3] Univ Oviedo, Dept Stat & OR, Fac Sci, Oviedo 33007, Spain
关键词
Absolutely continuous copula; Archimedean copula; Binary aggregation function; Conjunctor; Copula; Frank copula; Projection; Quasi-copula; Semi-copula; Transitivity; FUZZY; DECOMPOSITION;
D O I
10.1016/j.fss.2008.04.001
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
In this paper, we isolate an interesting transformation of binary aggregation functions from a result on the propagation of transitivity in additive preference structures. This transformation is based on a projection technique and results in a smaller (or equal) binary aggregation function. The transformation is idempotent and acts internally on the classes of conjunctors, semi-copulas and quasi-copulas. Hence, also copulas are transformed into quasi-copulas, but in general not into copulas. Remarkably, the Frank copulas are mapped to new copulas. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:733 / 751
页数:19
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