Zero-linear copulas

被引：4

作者：

Fernandez-Sanchez, Juan ^{[1
]}

Ubeda-Flores, Manuel ^{[2
]}

机构：

[1] Univ Almeria, Res Grp Math Anal, Almeria 04120, Spain

[2] Univ Almeria, Dept Math, Almeria 04120, Spain

来源：

INFORMATION SCIENCES | 2019年 / 503卷

关键词：

Archimedean copula; Conic copula; Copula; Zero-linear copula; ARCHIMEDEAN COPULAS; NON-EXCHANGEABILITY; PROBABILITY MASS; AGGREGATION; ASYMMETRY; CONSTRUCTION; RESPECT; NOTION;

D O I：

10.1016/j.ins.2019.06.057

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce a new method for constructing copulas C-a special type of aggregation functions-based on the idea that C(u, v) = 0 if u <= g(v), for any continuous and decreasing function g : [0, 1] -> [0, 1] such that g(1) = 0, and C is linear if u is an element of [g(v), 1]. We also study the relationship between these copulas and other known families of copulas, we provide some salient properties and measure the dependence and asymmetry in this class of copulas. (C) 2019 Elsevier Inc. All rights reserved.

引用

页码：23 / 38

页数：16

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