| Title:
|
Associative $n$-dimensional copulas (English) |
| Author:
|
Stupňanová, Andrea |
| Author:
|
Kolesárová, Anna |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
47 |
| Issue:
|
1 |
| Year:
|
2011 |
| Pages:
|
93-99 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The associativity of $n$-dimensional copulas in the sense of Post is studied. These copulas are shown to be just $n$-ary extensions of associative 2-dimensional copulas with special constraints, thus they solve an open problem of R. Mesiar posed during the International Conference FSTA 2010 in Liptovský Ján, Slovakia. (English) |
| Keyword:
|
Archimedean copula |
| Keyword:
|
associativity in the sense of Post |
| Keyword:
|
$n$-dimensional copula |
| MSC:
|
03E72 |
| idZBL:
|
Zbl 1225.03071 |
| idMR:
|
MR2807866 |
| . |
| Date available:
|
2011-04-12T13:06:12Z |
| Last updated:
|
2013-09-22 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141480 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
[4] Joe, H.: Multivariable Models and Dependence Concepts. Chapman & Hall, London 1997. MR 1462613 |
| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
|
[8] Mesiar, R., Sarkoci, P.: Open problems posed at the 10th International Conference on Fuzzy Set Theory and Appl.(FSTA 2010), Liptovský Ján. Kybernetika 46 (2010), 585–598. MR 2722089 |
| Reference:
|
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| Reference:
|
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| Reference:
|
[11] Nelsen, R.-B.: An Introduction to Copulas.Second edition. Springer Science and Business Media, New York 2006. Zbl 1152.62030, MR 2197664 |
| Reference:
|
[12] Post, E.-L.: Polyadic groups.Trans. Amer. Math. Soc. 48 (1940), 208–350. Zbl 0025.01201, MR 0002894, 10.1090/S0002-9947-1940-0002894-7 |
| Reference:
|
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| . |
