Quasi-copulas with quadratic sections in one variable
José Antonio Rodríguez–Lallena; Manuel Úbeda-Flores
Kybernetika (2008)
- Volume: 44, Issue: 6, page 879-890
- ISSN: 0023-5954
Access Full Article
topAbstract
topHow to cite
topRodríguez–Lallena, José Antonio, and Úbeda-Flores, Manuel. "Quasi-copulas with quadratic sections in one variable." Kybernetika 44.6 (2008): 879-890. <http://eudml.org/doc/33971>.
@article{Rodríguez2008,
abstract = {We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.},
author = {Rodríguez–Lallena, José Antonio, Úbeda-Flores, Manuel},
journal = {Kybernetika},
keywords = {1-Lipschitz condition; copula; quasi-copula; quadratic sections},
language = {eng},
number = {6},
pages = {879-890},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Quasi-copulas with quadratic sections in one variable},
url = {http://eudml.org/doc/33971},
volume = {44},
year = {2008},
}
TY - JOUR
AU - Rodríguez–Lallena, José Antonio
AU - Úbeda-Flores, Manuel
TI - Quasi-copulas with quadratic sections in one variable
JO - Kybernetika
PY - 2008
PB - Institute of Information Theory and Automation AS CR
VL - 44
IS - 6
SP - 879
EP - 890
AB - We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
LA - eng
KW - 1-Lipschitz condition; copula; quasi-copula; quadratic sections
UR - http://eudml.org/doc/33971
ER -
References
top- Alsina C., Nelsen R. B., Schweizer B., 10.1016/0167-7152(93)90001-Y, Statist. Probab. Lett. 17 (1993), 85–89 (1993) Zbl0798.60023MR1223530DOI10.1016/0167-7152(93)90001-Y
- Cuculescu I., Theodorescu R., Copulas: diagonals and tracks, Rev. Roumaine Math. Pures Appl. 46 (2001), 731–742 MR1929521
- Baets B. De, Meyer, H. De, Úbeda-Flores M., 10.1016/j.crma.2007.03.026, C. R. Acad. Sci. Paris, Ser. I 344 (2007), 587–590 Zbl1131.62044MR2323747DOI10.1016/j.crma.2007.03.026
- Baets B. De, Meyer H. De, Schuymer, B. De, Jenei S., 10.1007/s00355-006-0093-3, Soc. Choice Welf. 26 (2006), 217–238 Zbl1158.91338MR2226508DOI10.1007/s00355-006-0093-3
- Durante F., Quesada-Molina J. J., Úbeda-Flores M., 10.1016/j.ins.2007.07.019, Inform. Sci. 177 (2007), 5715–5724 Zbl1132.68761MR2362216DOI10.1016/j.ins.2007.07.019
- Genest C., Quesada-Molina J. J., Rodríguez-Lallena J.A., Sempi C., 10.1006/jmva.1998.1809, J. Multivariate Anal. 69 (1999), 193–205 (1999) Zbl0935.62059MR1703371DOI10.1006/jmva.1998.1809
- Janssens S., Baets, B. De, Meyer H. De, Bell-type inequalities for quasi-copulas, Fuzzy Sets Syst. 148 (2004), 263–278 Zbl1057.81011MR2100199
- Klement E. P., Kolesárová A., 1–Lipschitz aggregation operators, quasi-copulas and copulas with given diagonals, In: Soft Methodology and Random Information Systems (M. López-Díaz, M.A. Gil, P. Grzegorzewski, O. Hryniewicz, and J. Lawry, eds.), Advances in Soft Computing, Berlin 2004, pp. 205–211 Zbl1071.62048MR2118098
- Klement E. P., Kolesárová A., Extension to copulas and quasi-copulas as special 1-Lipschitz aggregation operators, Kybernetika 41 (2005), 329–348 MR2181422
- Klement E. P., Kolesárová A., 10.1007/s00605-007-0460-x, Monatsh. Math. 152 (2007), 151–167 Zbl1138.60016MR2346431DOI10.1007/s00605-007-0460-x
- Kolesárová A., 1-Lipschitz aggregation operators and quasi-copulas, Kybernetika 39 (2003), 615–629 MR2042344
- Nelsen R. B., An Introduction to Copulas, Second edition. Springer, New York 2006 Zbl1152.62030MR2197664
- Nelsen R. B., Úbeda-Flores M., 10.1016/j.crma.2005.09.026, C. R. Acad. Sci. Paris, Ser. I 341 (2005), 583–586 Zbl1076.62053MR2182439DOI10.1016/j.crma.2005.09.026
- Nelsen R. B., Quesada-Molina J. J., Rodríguez-Lallena J. A., Úbeda-Flores M., Multivariate Archimedean quasi-copulas, In: Distributions with Given Marginals and Statistical Modelling (C. Cuadras, J. Fortiana, and J. A. Rodríguez, eds.), Kluwer, Dordrecht 2002, pp. 179–185 Zbl1135.62338MR2058991
- Nelsen R. B., Quesada-Molina J. J., Rodríguez-Lallena J. A., Úbeda-Flores M., 10.1016/j.jmva.2003.09.002, J. Multivariate Anal. 90 (2004), 348–358 Zbl1057.62038MR2081783DOI10.1016/j.jmva.2003.09.002
- Nelsen R. B., Quesada-Molina J. J., Rodríguez-Lallena J. A., Úbeda-Flores M., 10.1016/j.insmatheco.2006.11.011, Insurance: Math. Econom. 42 (2008), 473–483 Zbl1152.60311MR2404309DOI10.1016/j.insmatheco.2006.11.011
- Nelsen R. B., Quesada-Molina J. J., Schweizer, B., Sempi C., Derivability of some operations on distribution functions, In: Distributions with Fixed Marginals and Related Topics (L. Rüschendorf, B. Schweizer, and M. D. Taylor, eds.), CA: IMS Lecture Notes – Monograph Series Number 28), Hayward 1996, pp. 233–243 (1996) MR1485535
- Quesada-Molina J. J., Rodríguez-Lallena J. A., 10.1080/10485259508832652, J. Nonparametr. Statist. 5 (1995), 323–337 (1995) Zbl0857.62060MR1379534DOI10.1080/10485259508832652
- Quesada-Molina J. J., Saminger-Platz, S., Sempi C., 10.1016/j.na.2007.11.021, Nonlinear Anal. 69 (2008), 4654–4673 Zbl1151.62044MR2467261DOI10.1016/j.na.2007.11.021
- Rodríguez-Lallena J. A., Úbeda-Flores M., Best-possible bounds on sets of multivariate distribution functions, Comm. Statist. Theory Methods 33 (2004), 805–820 Zbl1066.62056MR2042768
- Rodríguez-Lallena J. A., Úbeda-Flores M., Compatibility of three bivariate quasi-copulas: Applications to copulas, In: Soft Methodology and Random Information Systems (M. López-Díaz, M. A. Gil, P. Grzegorzewski, O. Hryniewicz, and J. Lawry, eds.), Advances in Soft Computing, Springer, Berlin 2004, pp. 173–180 Zbl1064.62060MR2118094
- Rodríguez-Lallena J. A., Úbeda-Flores M., Multivariate copulas with quadratic sections in one variable, To appear Zbl1197.62051MR2746580
- Rodríguez-Lallena J. A., Úbeda-Flores M., Some new characterizations and properties of quasi-copulas, To appear in Fuzzy Sets and Systems.doi: 10.1016/j.fss.2008.02.007 Zbl1175.62048MR2493270
- Saminger S., Baets, B. De, Meyer H. De, On the dominance relation between ordinal sums of conjunctors, Kybernetika 42 (2006), 337–350 MR2253393
- Sklar A., Fonctions de répartition à dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris 8 (1959), 229–231 (1959) MR0125600
- Sklar A., Random variables, joint distributions, and copulas, Kybernetika 9 (1973), 449–460 (1973) MR0345164
- Úbeda-Flores M., A new family of trivariate proper quasi-copulas, Kybernetika 43 (2007), 75–85 Zbl1131.62048MR2343332
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.