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Title: Asymmetric semilinear copulas (English)
Author: De Baets, Bernard
Author: De Meyer, Hans
Author: Mesiar, Radko
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 2
Year: 2007
Pages: 221-233
Summary lang: English
Category: math
Summary: We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by $1/16$. The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of $\Pi $ and $M$. (English)
Keyword: asymmetry
Keyword: copula
Keyword: diagonal section
Keyword: semilinear copula
Keyword: symmetry
MSC: 60E05
MSC: 62H05
MSC: 62H10
MSC: 62H20
idZBL: Zbl 1136.62350
idMR: MR2343397
Date available: 2009-09-24T20:23:06Z
Last updated: 2012-06-06
Stable URL:
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