| Title:
|
DUCS copulas (English) |
| Author:
|
Mesiar, Radko |
| Author:
|
Pekárová, Monika |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
46 |
| Issue:
|
6 |
| Year:
|
2010 |
| Pages:
|
1069-1077 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied. (English) |
| Keyword:
|
copula |
| Keyword:
|
distortion |
| Keyword:
|
univariate conditioning |
| Keyword:
|
invariantness |
| MSC:
|
93E12 |
| idZBL:
|
Zbl 1213.93198 |
| idMR:
|
MR2797428 |
| . |
| Date available:
|
2011-04-12T12:52:35Z |
| Last updated:
|
2013-09-22 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141467 |
| . |
| Reference:
|
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| Reference:
|
[2] Baets, B. De, Meyer, H. De: Orthogonal grid constructions of copulas.IEEE Trans. Fuzzy Syst. 15 (2007), 6, 1053–1062. 10.1109/TFUZZ.2006.890681 |
| Reference:
|
[3] Baets, B. De, Meyer, H. De, Kalická, J., Mesiar, R.: Flipping and cyclic shifting of binary aggragation functions.Fuzzy Sets and Systems 160 (2009), 6, 752–765. MR 2493273 |
| Reference:
|
[4] Durante, F., Jaworski, P.: Invariant dependence structure under univariate truncation.Statistics 2001, in press. MR 2903526 |
| Reference:
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[5] Durante, F., Saminger-Platz, S., Sarkoci, P.: On patchwork techniques for $2$-increasing aggregation functions and copulas.In: Proc. SMPS, Toulouse 2008, pp. 349–356. |
| Reference:
|
[6] Gudendorf, G., Segers, J.: Extreme-value copulas.In: Proc. Workshop on Copula Theory and Its Applications (P. Jaworski, F. Durante, W. Haerdle, T. Rychlik, eds.), Springer Media 2010, to appear. |
| Reference:
|
[7] Jágr, V., Komorníková, M., Mesiar, R.: Conditioning stable copulas.Neural Netw. World 20 (2010), 1, 69–79. |
| Reference:
|
[8] Joe, H.: Multivariate models and dependence concepts.Monographs Statist. Appl. Probab. 73, Chapman and Hall, London 1997. Zbl 0990.62517, MR 1462613 |
| Reference:
|
[9] Khoudraji, A.: Contributions à l’étude des copules et à la modélisation des valeurs extrêmes bivariées.Ph.D. Thesis, Université Laval Québec 1995. |
| Reference:
|
[10] Klement, E. P., Mesiar, R., Pap, E.: Quasi- and pseudo-inverses of monotone functions, and the construction of t-norms.Fuzzy Sets and Systems 104 (1999), 1, 3–13. Zbl 0953.26008, MR 1685803, 10.1016/S0165-0114(98)00252-8 |
| Reference:
|
[11] Klement, E. P., Manzi, M., Mesiar, R.: Ultramodular aggregation functions and a new construction method for copulas.Submitted, 2010. MR 2818960 |
| Reference:
|
[12] Liebscher, E.: Construction of asymmetric multivariate copulas.J. Multivariate Analysis 99 (2008), 2234–2250. Zbl 1151.62043, MR 2463386, 10.1016/j.jmva.2008.02.025 |
| Reference:
|
[13] Bacigál, T., Juráňová, M., Mesiar, R.: On some new constructions of Archimedean copulas and applications to fitting problems.Neural Network World 20 (2010), 81–90. |
| Reference:
|
[14] Mesiar, R., Jágr, V., Juráňová, M., Komorníková, M.: Univariate conditioning of copulas.Kybernetika 44 (2009), 6, 807–816. MR 2488908 |
| Reference:
|
[15] Mesiar, R., Szolgay, J.: $W$-ordinals sum of copulas and quasi-copulas.In: Proc. MAGIA, Conference Kočovce 2004, pp. 78–83. |
| Reference:
|
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| Reference:
|
[17] Rückschlossová, T., Rückschloss, R.: Homogeneous aggregation operators.Kybernetika 42 (2006), 3, 279–286. Zbl 1249.26024, MR 2253389 |
| Reference:
|
[18] Sklar, A.: Fonctions de répartition à n dimensions et leurs marges.Publ. Inst. Statist. Univ. Paris 1959, pp. 229-231. MR 0125600 |
| Reference:
|
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| Reference:
|
[20] Tawn, J. A.: Bivariate extreme value theory.Models and estimation. Biometrika 75 (1988), 397–415. Zbl 0653.62045, MR 0967580, 10.1093/biomet/75.3.397 |
| . |
