Curved splicing of copulas

被引：11

作者：

Jwaid, T. ^{[1
]}

De Meyer, H. ^{[2
]}

Ismail, A. Haj ^{[3
]}

De Baets, B. ^{[1
]}

机构：

[1] Univ Ghent, Dept Data Anal & Math Modelling, Coupure Links 653, B-9000 Ghent, Belgium

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

[3] Ajman Univ, Fac Humanities & Sci, POB 346, Ajman, U Arab Emirates

来源：

INFORMATION SCIENCES | 2021年 / 556卷

关键词：

Copula; Quasi-copula; Diagonal splice; Symmetry;

D O I：

10.1016/j.ins.2020.12.053

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

First, we recall the properties of the curved section of a copula that is specified by an auto-morphism of the unit interval. Then, inspired by the operation of diagonal splicing of two copulas, we develop the curved splicing operation, which essentially glues together different restrictions of two copulas that share the same curved section. In order to exploit this operation in practice, we propose two new classes of semilinear copulas. Applying the curved splicing operation to members of these two classes leads to two other classes of semilinear copulas. (C) 2020 Elsevier Inc. All rights reserved.

引用

页码：95 / 110

页数：16

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