Quasi-copulas with quadratic sections in one variable

نویسندگان

  • José Antonio Rodríguez-Lallena
  • Manuel Úbeda-Flores
چکیده

We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On quasi-homogeneous copulas

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.

متن کامل

Properties and applications of copulas: A brief survey

A copula is a function which joins or “couples” a multivariate distribution function to its one-dimensional marginal distribution functions. The word “copula” was first used in a mathematical or statistical sense by Sklar (1959) in the theorem which bears his name (see the next section). But the functions themselves predate the use of the term, appearing in the work of Hoeffding, Fréchet, Dall’...

متن کامل

Defects and transformations of quasi-copulas

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 a...

متن کامل

Baire category results for quasi–copulas

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 clas...

متن کامل

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

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).

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Kybernetika

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2008