| Title:
|
Defects and transformations of quasi-copulas (English) |
| Author:
|
Dibala, Michal |
| Author:
|
Saminger-Platz, Susanne |
| Author:
|
Mesiar, Radko |
| Author:
|
Klement, Erich Peter |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
52 |
| Issue:
|
6 |
| Year:
|
2016 |
| Pages:
|
848-865 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one copula being a fixed point of the transformation under consideration. Finally, an application to the construction of so-called imprecise copulas is given. (English) |
| Keyword:
|
copula |
| Keyword:
|
quasi-copula |
| Keyword:
|
transformation of quasi-copulas |
| Keyword:
|
imprecise copula |
| MSC:
|
26B25 |
| MSC:
|
26B35 |
| MSC:
|
60E05 |
| MSC:
|
62E10 |
| MSC:
|
62H10 |
| idZBL:
|
Zbl 06707377 |
| idMR:
|
MR3607851 |
| DOI:
|
10.14736/kyb-2016-6-0848 |
| . |
| Date available:
|
2017-02-13T11:40:20Z |
| Last updated:
|
2018-01-10 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/145994 |
| . |
| Reference:
|
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