On quasi-homogeneous copulas

Gaspar Mayor; Radko Mesiar; Joan Torrens

Kybernetika (2008)

  • Volume: 44, Issue: 6, page 745-756
  • ISSN: 0023-5954

Abstract

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Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.

How to cite

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Mayor, Gaspar, Mesiar, Radko, and Torrens, Joan. "On quasi-homogeneous copulas." Kybernetika 44.6 (2008): 745-756. <http://eudml.org/doc/33962>.

@article{Mayor2008,
abstract = {Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.},
author = {Mayor, Gaspar, Mesiar, Radko, Torrens, Joan},
journal = {Kybernetika},
keywords = {copula; diagonal section; quasi-homogeneity; diagonal section; quasi-homogeneity},
language = {eng},
number = {6},
pages = {745-756},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On quasi-homogeneous copulas},
url = {http://eudml.org/doc/33962},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Mayor, Gaspar
AU - Mesiar, Radko
AU - Torrens, Joan
TI - On quasi-homogeneous copulas
JO - Kybernetika
PY - 2008
PB - Institute of Information Theory and Automation AS CR
VL - 44
IS - 6
SP - 745
EP - 756
AB - Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections. As a by-product, a new construction method for copulas when only their diagonal section is known is given.
LA - eng
KW - copula; diagonal section; quasi-homogeneity; diagonal section; quasi-homogeneity
UR - http://eudml.org/doc/33962
ER -

References

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  12. Genest C., Molina J. J. Quesada, Lallena J. A. Rodríguez, Sempi C., 10.1006/jmva.1998.1809, J. Multivariate Anal. 69 (1999), 193–205 (1999) MR1703371DOI10.1006/jmva.1998.1809
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