Name
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.14736/kyb-2016-6-0848 | KYBERNETIKA |
Keywords | Field | DocType |
copula,quasi-copula,transformation of quasi-copulas,imprecise copula | Econometrics,Applied mathematics,Mathematical optimization,Copula (linguistics),Copula (probability theory),Mathematics | Journal |
Volume | Issue | ISSN |
52 | 6 | 0023-5954 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Michal Dibala | 1 | 0 | 0.34 |
| Susanne Saminger-Platz | 2 | 76 | 10.94 |
| Radko Mesiar | 3 | 3778 | 472.41 |
| Erich Peter Klement | 4 | 989 | 128.89 |