Previous |  Up |  Next

Article

Keywords:
copula; quasi-copula; $1$-Lipschitz aggregation operator; diagonal
Summary:
Smallest and greatest $1$-Lipschitz aggregation operators with given diagonal section, opposite diagonal section, and with graphs passing through a single point of the unit cube, respectively, are determined. These results are used to find smallest and greatest copulas and quasi-copulas with these properties (provided they exist).
References:
[1] Alsina C., Nelsen R. B., Schweizer B.: On the characterization of a class of binary operations on distribution functions. Statist. Probab. Lett. 17 (1993), 85–89 DOI 10.1016/0167-7152(93)90001-Y | MR 1223530 | Zbl 0798.60023
[2] Bertino S.: On dissimilarity between cyclic permutations. Metron 35 (1977), 53–88. In Italian MR 0600402
[3] Calvo T., Kolesárová A., Komorníková, M., Mesiar R.: Aggregation operators: properties, classes and construction methods. In: Aggregation Operators. New Trends and Applications (T. Calvo, G. Mayor, and R. Mesiar, eds.), Physica–Verlag, Heidelberg 2002, pp. 3–104 MR 1936383 | Zbl 1039.03015
[4] Durante F., Mesiar, R., Sempi C.: On a family of copulas constructed from the diagonal section. Soft Computing (accepted for publication) Zbl 1098.60016
[5] Frank M. J.: On the simultaneous associativity of $F(x,y)$ and $x+y-F(x,y)$. Aequationes Math. 19 (1979), 194–226 DOI 10.1007/BF02189866 | MR 0556722 | Zbl 0444.39003
[6] Frank M. J.: Diagonals of copulas and Schröder’s equation. Aequationes Math. 51 (1996), 150
[7] Fredricks G. A., Nelsen R. B.: Copulas constructed from diagonal sections. In: Distributions with Given Marginals and Moment Problems (V. Beneš and J. Štěpán, eds.), Kluwer Academic Publishers, Dordrecht 1997, pp. 129–136 MR 1614666 | Zbl 0906.60022
[8] Fredricks G. A., Nelsen R. B.: The Bertino family of copulas. In: Distributions with Given Marginals and Statistical Modelling (C. M. Cuadras, J. Fortiana, and J. A. Rodríguez-Lallena, eds.), Kluwer Academic Publishers, Dordrecht 2002, pp. 81–91 MR 2058982 | Zbl 1135.62334
[9] Genest C., Molina J. J. Quesada, Lallena J. A. Rodríguez, Sempi C.: A characterization of quasi-copulas. J. Multivariate Anal. 69 (1999) 193–205 DOI 10.1006/jmva.1998.1809 | MR 1703371
[10] Klement E. P., Mesiar, R., Pap E.: Triangular Norms. Kluwer Academic Publishers, Dordrecht 2000 MR 1790096 | Zbl 1087.20041
[11] Kolesárová A.: $1$-Lipschitz aggregation operators and quasi-copulas. Kybernetika 39 (2003), 615–629 MR 2042344
[12] Kolesárová A., Mordelová J.: $1$-Lipschitz and kernel aggregation operators. In: Proc. AGOP ’2001, Oviedo 2001, pp. 71–76
[13] Nelsen R. B.: An Introduction to Copulas. (Lecture Notes in Statistics 139.) Springer, New York 1999 DOI 10.1007/978-1-4757-3076-0 | MR 1653203 | Zbl 1152.62030
[14] Nelsen R. B., Fredricks G. A.: Diagonal copulas. In: Distributions with Given Marginals and Moment Problems (V. Beneš and J. Štěpán, eds.), Kluwer Academic Publishers, Dordrecht 1997, pp. 121–127 MR 1614665 | Zbl 0906.60021
[15] Nelsen R. B., Molina J. J. Quesada, Lallena J. A. Rodríguez, Flores M. Úbeda: Best-possible bounds on sets of bivariate distribution functions. J. Multivariate Anal. 90 (2004), 348–358 DOI 10.1016/j.jmva.2003.09.002 | MR 2081783
[16] Schweizer B., Sklar A.: Probabilistic Metric Spaces. North–Holland, New York 1983 MR 0790314 | Zbl 0546.60010
[17] Sklar A.: Fonctions de répartition à $n$ dimensions et leurs marges. Publ. Inst. Statist. Univ. Paris 8 (1959), 229–231 MR 0125600
[18] Sklar A.: Random variables, joint distribution functions, and copulas. Kybernetika 9 (1973), 449–460 MR 0345164 | Zbl 0292.60036
[19] Sungur E. A., Yang Y.: Diagonal copulas of Archimedean class. Comm. Statist. Theory Methods 25 (1996), 1659–1676 DOI 10.1080/03610929608831791 | MR 1411104 | Zbl 0900.62339
Partner of
EuDML logo