Displaying similar documents to “Quasi-concave copulas, asymmetry and transformations”

Defects and transformations of quasi-copulas

Michal Dibala, Susanne Saminger-Platz, Radko Mesiar, Erich Peter Klement (2016)

Kybernetika

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Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one...

On quasi-homogeneous copulas

Gaspar Mayor, Radko Mesiar, Joan Torrens (2008)

Kybernetika

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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.

Componentwise concave copulas and their asymmetry

Fabrizio Durante, Pier Luigi Papini (2009)

Kybernetika

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The class of componentwise concave copulas is considered, with particular emphasis on its closure under some constructions of copulas (e.g., ordinal sum) and its relations with other classes of copulas characterized by some notions of concavity and/or convexity. Then, a sharp upper bound is given for the L ∞ -measure of non-exchangeability for copulas belonging to this class.

Quasi-copulas with quadratic sections in one variable

José Antonio Rodríguez–Lallena, Manuel Úbeda-Flores (2008)

Kybernetika

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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.