Institute of Information Theory and Automation

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Conference Paper (international conference)

Copulas with given diagonal section: some new results

Durante F., Mesiar Radko, Sempi C.

: Joint EUSFLAT-LFA 2005. Conference Proceedings, p. 932-936 , Eds: Montseny E., Sobrevilla P.

: Universitat Politecnica de Catalunya, (Barcelona 2005)

: Joint EUSFLAT-LFA 2005, (Barcelona, ES, 07.09.2005-09.09.2005)

: CEZ:AV0Z10750506

: GA402/04/1026, GA ČR

: copula, quasi-copula, aggregation operators

(eng): We characterize the class of copulas that can be constructed from the diagonal section by means of the functional equation C(xVy, xVy)=C(x,y)+|x-y| for all (x, y) in the unit square such that C(x,y)>0. A simple construction method for copulas is also given.

(cze): Charakterizujeme triedu kopúl, ktoré sa dajú skonštruovať z diagonálneho rezu pomocou funkcionálnej rovnice C(xVy, xVy) = C(x,y)+|x-y| (pre všetky (x,y) z jednotkového štvorca, pre ktoré platí C(x,y)>0). Uvádzame aj jednoduchú konštrukčnú metódu pre kopule.

: 12A

: BA

2019-01-07 08:39