Name
Title | ||
|---|---|---|
Extreme biconic copulas: Characterization, properties and extensions to aggregation functions. |
Abstract | ||
|---|---|---|
Motivated by optimization problems arising in the study of copula-based stochastic models, we study the extreme points (in the Krein–Milman sense) of the class of extreme biconic copulas and provide their characterization. Moreover, we show how this characterization may help in shedding light upon new aspects of biconic copulas, including their link with extreme-value copulas. The study is embedded into the more general setting of aggregation functions (especially, semi–copulas and quasi–copulas), where the determination of extreme points has also interest. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.ins.2019.03.010 | Information Sciences |
Keywords | Field | DocType |
Copula,Extreme point,Stochastic measures,Uncertainty quantification | Extreme point,Applied mathematics,Discrete mathematics,Copula (linguistics),Stochastic modelling,Optimization problem,Mathematics | Journal |
Volume | ISSN | Citations |
487 | 0020-0255 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| J. Fernández-Sánchez | 2 | 29 | 7.01 |
| Manuel Úbeda-flores | 3 | 71 | 13.89 |