Displaying similar documents to “1-Lipschitz aggregation operators and quasi-copulas”

Extension to copulas and quasi-copulas as special 1 -Lipschitz aggregation operators

Erich Peter Klement, Anna Kolesárová (2005)

Kybernetika

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Smallest and greatest 1 -Lipschitz aggregation operators with given diagonal section, opposite diagonal section, and with graphs passing through a single point of the unit cube, respectively, are determined. These results are used to find smallest and greatest copulas and quasi-copulas with these properties (provided they exist).

Semicopulas: characterizations and applicability

Fabrizio Durante, José Quesada-Molina, Carlo Sempi (2006)

Kybernetika

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We characterize some bivariate semicopulas and, among them, the semicopulas satisfying a Lipschitz condition. In particular, the characterization of harmonic semicopulas allows us to introduce a new concept of depedence between two random variables. The notion of multivariate semicopula is given and two applications in the theory of fuzzy measures and stochastic processes are given.

Semicopulæ

Fabrizio Durante, Carlo Sempi (2005)

Kybernetika

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We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, t -norm.