On a family of copulas constructed from the diagonal section View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2005-06-28

AUTHORS

F. Durante, R. Mesiar, C. Sempi

ABSTRACT

We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(x,y)+|x−y|=C(x∨y,x∨y), for all (x,y) in the unit square such that C(x,y)>0. Some statistical properties of this class are given.

PAGES

490-494

References to SciGraph publications

  • 2000. Triangular Norms in NONE
  • 1999. An Introduction to Copulas in NONE
  • 2002. The Bertino Family of Copulas in DISTRIBUTIONS WITH GIVEN MARGINALS AND STATISTICAL MODELLING
  • 1997. Diagonal Copulas in DISTRIBUTIONS WITH GIVEN MARGINALS AND MOMENT PROBLEMS
  • 1997. Copulas Constructed from Diagonal Sections in DISTRIBUTIONS WITH GIVEN MARGINALS AND MOMENT PROBLEMS
  • 2004. 1-Lipschitz Aggregation Operators, Quasi-Copulas and Copulas with Given Diagonals in SOFT METHODOLOGY AND RANDOM INFORMATION SYSTEMS
  • 2002. Aggregation Operators: Properties, Classes and Construction Methods in AGGREGATION OPERATORS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s00500-005-0523-7

    DOI

    http://dx.doi.org/10.1007/s00500-005-0523-7

    DIMENSIONS

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