DUCS copulas

Radko Mesiar; Monika Pekárová

Kybernetika (2010)

  • Volume: 46, Issue: 6, page 1069-1077
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Mesiar, Radko, and Pekárová, Monika. "DUCS copulas." Kybernetika 46.6 (2010): 1069-1077. <http://eudml.org/doc/196769>.

@article{Mesiar2010,
abstract = {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.},
author = {Mesiar, Radko, Pekárová, Monika},
journal = {Kybernetika},
keywords = {copula; distortion; univariate conditioning; invariantness; copula; distortion; univariate conditioning; invariantness},
language = {eng},
number = {6},
pages = {1069-1077},
publisher = {Institute of Information Theory and Automation AS CR},
title = {DUCS copulas},
url = {http://eudml.org/doc/196769},
volume = {46},
year = {2010},
}

TY - JOUR
AU - Mesiar, Radko
AU - Pekárová, Monika
TI - DUCS copulas
JO - Kybernetika
PY - 2010
PB - Institute of Information Theory and Automation AS CR
VL - 46
IS - 6
SP - 1069
EP - 1077
AB - 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.
LA - eng
KW - copula; distortion; univariate conditioning; invariantness; copula; distortion; univariate conditioning; invariantness
UR - http://eudml.org/doc/196769
ER -

References

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  12. Liebscher, E., 10.1016/j.jmva.2008.02.025, J. Multivariate Analysis 99 (2008), 2234–2250. (2008) Zbl1151.62043MR2463386DOI10.1016/j.jmva.2008.02.025
  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. (2010) 
  14. Mesiar, R., Jágr, V., Juráňová, M., Komorníková, M., Univariate conditioning of copulas, Kybernetika 44 (2009), 6, 807–816. (2009) MR2488908
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  16. Nelsen, R. B., An Intorduction to Copulas, Springer Series in Statistics. Second edition. Springer, New York 2006. (2006) MR2197664
  17. Rückschlossová, T., Rückschloss, R., Homogeneous aggregation operators, Kybernetika 42 (2006), 3, 279–286. (2006) Zbl1249.26024MR2253389
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