Copulas with given values on a horizontal and a vertical section

Fabrizio Durante; Anna Kolesárová; Radko Mesiar; Carlo Sempi

Displaying similar documents to “Copulas with given values on a horizontal and a vertical section”

On the dominance relation between ordinal sums of conjunctors

Susanne Saminger, Bernard De Baets, Hans De Meyer (2006)

Kybernetika

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This contribution deals with the dominance relation on the class of conjunctors, containing as particular cases the subclasses of quasi-copulas, copulas and t-norms. The main results pertain to the summand-wise nature of the dominance relation, when applied to ordinal sum conjunctors, and to the relationship between the idempotent elements of two conjunctors involved in a dominance relationship. The results are illustrated on some well-known parametric families of t-norms and copulas. ...

A remark on associative copulas

Piotr Mikusiński, Michael D. Taylor (1999)

Commentationes Mathematicae Universitatis Carolinae

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A method for producing associative copulas from a binary operation and a convex function on an interval is described.

Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”

Fabrizio Durante, Radko Mesiar, Carlo Sempi (2008)

Kybernetika

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Remarks on Two Product-like Constructions for Copulas

Fabrizio Durante, Erich Peter Klement, José Quesada-Molina, Peter Sarkoci (2007)

Kybernetika

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We investigate two constructions that, starting with two bivariate copulas, give rise to a new bivariate and trivariate copula, respectively. In particular, these constructions are generalizations of the $*$ -product and the $☆$ -product for copulas introduced by Darsow, Nguyen and Olsen in 1992. Some properties of these constructions are studied, especially their relationships with ordinal sums and shuffles of Min.