Semicopulas: characterizations and applicability

Fabrizio Durante; José Quesada-Molina; Carlo Sempi

Kybernetika (2006)

  • Volume: 42, Issue: 3, page 287-302
  • ISSN: 0023-5954

Abstract

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We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.

How to cite

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Durante, Fabrizio, Quesada-Molina, José, and Sempi, Carlo. "Semicopulas: characterizations and applicability." Kybernetika 42.3 (2006): 287-302. <http://eudml.org/doc/33806>.

@article{Durante2006,
abstract = {We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.},
author = {Durante, Fabrizio, Quesada-Molina, José, Sempi, Carlo},
journal = {Kybernetika},
keywords = {semicopula; quasi-copula; Lipschitz condition; aggregation operator; semicopula; quasi-copula; Lipschitz condition; aggregation operator},
language = {eng},
number = {3},
pages = {287-302},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Semicopulas: characterizations and applicability},
url = {http://eudml.org/doc/33806},
volume = {42},
year = {2006},
}

TY - JOUR
AU - Durante, Fabrizio
AU - Quesada-Molina, José
AU - Sempi, Carlo
TI - Semicopulas: characterizations and applicability
JO - Kybernetika
PY - 2006
PB - Institute of Information Theory and Automation AS CR
VL - 42
IS - 3
SP - 287
EP - 302
AB - We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.
LA - eng
KW - semicopula; quasi-copula; Lipschitz condition; aggregation operator; semicopula; quasi-copula; Lipschitz condition; aggregation operator
UR - http://eudml.org/doc/33806
ER -

References

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