Copulas with given values on a horizontal and a vertical section

Fabrizio Durante; Anna Kolesárová; Radko Mesiar; Carlo Sempi

Kybernetika (2007)

  • Volume: 43, Issue: 2, page 209-220
  • ISSN: 0023-5954

Abstract

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In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.

How to cite

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Durante, Fabrizio, et al. "Copulas with given values on a horizontal and a vertical section." Kybernetika 43.2 (2007): 209-220. <http://eudml.org/doc/33852>.

@article{Durante2007,
abstract = {In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.},
author = {Durante, Fabrizio, Kolesárová, Anna, Mesiar, Radko, Sempi, Carlo},
journal = {Kybernetika},
keywords = {copula; horizontal section; vertical section; binary aggregation operator; horizontal section; binary aggregation operator},
language = {eng},
number = {2},
pages = {209-220},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Copulas with given values on a horizontal and a vertical section},
url = {http://eudml.org/doc/33852},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Durante, Fabrizio
AU - Kolesárová, Anna
AU - Mesiar, Radko
AU - Sempi, Carlo
TI - Copulas with given values on a horizontal and a vertical section
JO - Kybernetika
PY - 2007
PB - Institute of Information Theory and Automation AS CR
VL - 43
IS - 2
SP - 209
EP - 220
AB - In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.
LA - eng
KW - copula; horizontal section; vertical section; binary aggregation operator; horizontal section; binary aggregation operator
UR - http://eudml.org/doc/33852
ER -

References

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