Results 1 to 10 of about 12,179 (202)
Quasi-Copulas, Copulas and Fuzzy Implicators
International Journal of Computational Intelligence Systems, 2020 In this paper, we study relations between fuzzy implicators and some kinds of fuzzy conjunctors, in particular, quasi-copulas and copulas. We show that there is a one-to-one correspondence between the classes of all quasi-copulas and 1-Lipschitz fuzzy ...
Radko Mesiar, Anna Kolesárová
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Matrix-Tilted Archimedean Copulas [PDF]
Risks, 2021 The new class of matrix-tilted Archimedean copulas is introduced. It combines properties of Archimedean and elliptical copulas by introducing a tilting matrix in the stochastic representation of Archimedean copulas, similar to the Cholesky factor for ...
Marius Hofert, Johanna F. Ziegel
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Characterization of pre-idempotent Copulas
Dependence Modeling, 2023 Copulas CC for which (CtC)2=CtC{({C}^{t}C)}^{2}={C}^{t}C are called pre-idempotent copulas, of which well-studied examples are idempotent copulas and complete dependence copulas.
Chamnan Wongtawan, Sumetkijakan Songkiat
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Novel Construction of Copulas Based on (α,β) Transformation for Fuzzy Random Variables
Journal of Mathematics, 2021 The paper introduces a method for the construction of bivariate copulas with the usage of specific values of the parameters α and β (α,β transformation) and the parameters κ and λ in their domain.
Stylianos Giakoumakis +1 more
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New Families of Bivariate Copulas via Unit Lomax Distortion
Risks, 2020 This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval.
Fadal Abdullah-A Aldhufairi +2 more
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On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion
Mathematics, 2020 We study some topological properties of the class of supermodular n-quasi-copulas and check that the topological size of the Dedekind–MacNeille completion of the set of n-copulas is small, in terms of the Baire category, in the Dedekind–MacNeille ...
Fabrizio Durante +3 more
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Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems
Moroccan Journal of Pure and Applied Analysis, 2023 New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance.
El maazouz Mohamed, Sani Ahmed
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A Note on Upper Tail Behavior of Liouville Copulas
Risks, 2016 The family of Liouville copulas is defined as the survival copulas of multivariate Liouville distributions, and it covers the Archimedean copulas constructed by Williamson’s d-transform.
Lei Hua
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Baire category results for quasi–copulas
Dependence Modeling, 2016 The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling.
Durante Fabrizio +2 more
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