Results 1 to 10 of about 429 (148)
On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion [PDF]
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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Supports of quasi-copulas [PDF]
Fuzzy Sets and Systems, 2023 It is known that for every s∈]1, 2[there is a copula whose support is a self-similar fractal set with Hausdorff —and box-counting— dimension s. In this paper we provide similar results for (proper) quasi-copulas, in both the bivariate and multivariate ...
Fernández Sánchez, Juan +2 more
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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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Baire category results for quasi–copulas [PDF]
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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A hitchhiker's guide to quasi-copulas
Fuzzy Sets and Systems, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arias García, José De Jesús +2 more
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A Functional for Copulas and Quasi-Copulas [PDF]
ISRN Probability and Statistics, 2012 We recall and study some properties of a known functional operating on the set of n-copulas and determine conditions under such functional is well defined on the set of n-quasi-copulas.
Manuel Úbeda-Flores
core +4 more sources
Bivariate measure-inducing quasi-copulas
Fuzzy Sets and SystemsIt is well known that every bivariate copula induces a positive measure on the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $\sigma$-algebra.
Stopar, Nik
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Proportional Hazard Model and Proportional Odds Model under Dependent Truncated Data
Axioms, 2022 Truncation data arise when the interested event time can be observed only if it satisfies a certain condition. Most of the existing approaches analyze this kind of data by assuming the truncated variable is quasi-independent of the interested event time.
Jin-Jian Hsieh, Yun-Jhu Chen
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Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions
Complexity, 2022 In consideration of that the correlation between any two assets of the asset pool is always stochastic in the actual market and that collateralized debt obligation (CDO) pricing models under nonhomogeneous assumptions have no semianalytic solutions, we ...
Shuanghong Qu, Lingxian Meng, Hua Li
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Postprocessing ensemble forecasts of vertical temperature profiles [PDF]
Advances in Statistical Climatology, Meteorology and Oceanography, 2020 Weather forecasts from ensemble prediction systems (EPS) are improved by statistical models trained on past EPS forecasts and their atmospheric observations. Recently these corrections have moved from being univariate to multivariate.
D. Schoenach +4 more
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