Displaying similar documents to “Characterizations of Archimedean n -copulas”

Properties of the induced semigroup of an Archimedean copula

Włodzimierz Wysocki (2004)

Applicationes Mathematicae

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It is shown that to every Archimedean copula H there corresponds a one-parameter semigroup of transformations of the interval [0,1]. If the elements of the semigroup are diffeomorphisms, then it determines a special function v H called the vector generator. Its knowledge permits finding a pseudoinverse y = h(x) of the additive generator of the Archimedean copula H by solving the differential equation d y / d x = v H ( y ) / x with initial condition ( d h / d x ) ( 0 ) = - 1 . Weak convergence of Archimedean copulas is characterized in...

Non-Archimedean K-spaces

Albert Kubzdela (2005)

Banach Center Publications

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We study Banach spaces over a non-spherically complete non-Archimedean valued field K. We prove that a non-Archimedean Banach space over K which contains a linearly homeomorphic copy of l ∞ (hence l ∞ itself) is not a K-space. We discuss the three-space problem for a few properties of non-Archimedean Banach spaces.

A new family of trivariate proper quasi-copulas

Manuel Úbeda-Flores (2007)

Kybernetika

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In this paper, we provide a new family of trivariate proper quasi-copulas. As an application, we show that W 3 – the best-possible lower bound for the set of trivariate quasi-copulas (and copulas) – is the limit member of this family, showing how the mass of W 3 is distributed on the plane x + y + z = 2 of [ 0 , 1 ] 3 in an easy manner, and providing the generalization of this result to n dimensions.

Random noise and perturbation of copulas

Radko Mesiar, Ayyub Sheikhi, Magda Komorníková (2019)

Kybernetika

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For a random vector ( X , Y ) characterized by a copula C X , Y we study its perturbation C X + Z , Y characterizing the random vector ( X + Z , Y ) affected by a noise Z independent of both X and Y . Several examples are added, including a new comprehensive parametric copula family 𝒞 k k ∈ [ - ∞ , ∞ ] .

Asymmetric semilinear copulas

Bernard De Baets, Hans De Meyer, Radko Mesiar (2007)

Kybernetika

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We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by 1 / 16 . The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of Π and M .

The H S P -Classes of Archimedean l -groups with Weak Unit

Bernhard Banaschewski, Anthony Hager (2010)

Annales de la faculté des sciences de Toulouse Mathématiques

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W denotes the class of abstract algebras of the title (with homomorphisms preserving unit). The familiar H , S , and P from universal algebra are here meant in W . ℤ and ℝ denote the integers and the reals, with unit 1, qua W -objects. V denotes a non-void finite set of positive integers. Let 𝒢 ⊆ W be non-void and not { { 0 } } . We show ...