Displaying similar documents to “On a problem by Schweizer and Sklar”

Construction of multivariate copulas in n -boxes

José M. González-Barrios, María M. Hernández-Cedillo (2013)

Kybernetika

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In this paper we give an alternative proof of the construction of n -dimensional ordinal sums given in Mesiar and Sempi [17], we also provide a new methodology to construct n -copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [20] and its generalization in Mesiar et al. [15] to give an alternative method of patchwork construction of n -copulas, which can be also used in composition...

Constructing families of symmetric dependence functions

Włodzimierz Wysocki (2012)

Kybernetika

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We construct two pairs ( 𝒜 F [ 1 ] , 𝒜 F [ 2 ] ) and ( 𝒜 ψ [ 1 ] , 𝒜 ψ [ 2 ] ) of ordered parametric families of symmetric dependence functions. The families of the first pair are indexed by regular distribution functions F , and those of the second pair by elements ψ of a specific function family ψ . We also show that all solutions of the differential equation d y d u = α ( u ) u ( 1 - u ) y for α in a certain function family α s are symmetric dependence functions.

Bounds of general Fréchet classes

Jaroslav Skřivánek (2012)

Kybernetika

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This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.