Displaying similar documents to “Seminormed spaces”

Sugeno's negations and T-norms.

Gaspar Mayor Forteza (1994)

Mathware and Soft Computing

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A functional characterization of Sugeno's negations is presented and as a consequence, we study a family of non strict Archimedean t-norms whose (vertical-horizontal) sections are straight lines.

Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

J. Górecki, M. Hofert, M. Holeňa (2017)

Dependence Modeling

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Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs) proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient. However, there has not been presented any theoretical proof justifying such approaches. This work fills this gap and introduces a theorem showing that, given the matrix of the pairwise Kendall correlation coefficients corresponding to a HAC, its structure can be recovered by an agglomerative...