ORBITAL SEMILINEAR COPULAS

被引：0

作者：

Jwaid, Tarad ^{[1
]}

De Baets, Bernard ^{[1
]}

De Meyer, Hans ^{[2
]}

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

来源：

KYBERNETIKA | 2009年 / 45卷 / 06期

关键词：

copula; diagonal section; opposite diagonal section; orbital semilinear copula; semilinear copula; ABSOLUTELY CONTINUOUS COPULAS; DIAGONAL SECTIONS; QUASI-COPULAS; CONSTRUCTION;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce four families of semilinear copulas (i.e. copulas that are linear in at least one coordinate of any point of the unit square) of which the diagonal and opposite diagonal sections are given functions. For each of these families, we provide necessary and sufficient conditions under which given diagonal and opposite diagonal functions can be the diagonal and opposite diagonal sections of a semilinear copula belonging to that family. We focus particular attention on the family of orbital semilinear copulas, which are obtained by linear interpolation on segments connecting the diagonal and opposite diagonal of the unit square.

引用

页码：1012 / 1029

页数：18

共 16 条

[1]

De Baets B, 2007, KYBERNETIKA, V43, P221

[2] OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS [J].

De Baets, Bernard ;

De Meyer, Hans ;

Ubeda-Flores, Manuel .

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2009, 17 (04) :481-490

[3]

DEBAETS B, COMM STAT T IN PRESS

[4] On a family of copulas constructed from the diagonal section [J].

Durante, F ;

Mesiar, R ;

Sempi, C .

SOFT COMPUTING, 2006, 10 (06) :490-494

[5] Absolutely continuous copulas with given diagonal sections [J].

Durante, Fabrizio ;

Jaworski, Piotr .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (18) :2924-2942

[6] Semilinear copulas [J].

Durante, Fabrizio ;

Kolesarova, Anna ;

Mesiar, Radko ;

Sempi, Carlo .

FUZZY SETS AND SYSTEMS, 2008, 159 (01) :63-76

[7] Copulas with given diagonal sections: novel constructions and applications [J].

Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz, Austria ;

不详 ;

不详 .

Int. J. Uncertainty Fuzziness Knowledge Based Syst., 2007, 4 (397-410) :397-410

[8] On the construction of families of absolutely continuous copulas with given restrictions [J].

Erdely, A ;

González-Barrios, JM .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2006, 35 (04) :649-659

[9]

Jaworski P, 2008, KYBERNETIKA, V44, P757

[10]

Joe H., 1997, MULTIVARIATE MODELS

← 1 2 →