Displaying similar documents to “Quasi-copulas with quadratic sections in one variable”

Defects and transformations of quasi-copulas

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

Kybernetika

Similarity:

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...

Quasi-concave copulas, asymmetry and transformations

Elisabetta Alvoni, Pier Luigi Papini (2007)

Commentationes Mathematicae Universitatis Carolinae

Similarity:

In this paper we consider a class of copulas, called quasi-concave; we compare them with other classes of copulas and we study conditions implying symmetry for them. Recently, a measure of asymmetry for copulas has been introduced and the maximum degree of asymmetry for them in this sense has been computed: see Nelsen R.B., , Statist. Papers (2007), 329–336; Klement E.P., Mesiar R., ?, Comment. Math. Univ. Carolin. (2006), 141–148. Here we compute the maximum degree of asymmetry that...

On quasi-homogeneous copulas

Gaspar Mayor, Radko Mesiar, Joan Torrens (2008)

Kybernetika

Similarity:

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.

Baire category results for quasi–copulas

Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2016)

Dependence Modeling

Similarity:

The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas. ...

Semicopulæ

Fabrizio Durante, Carlo Sempi (2005)

Kybernetika

Similarity:

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.