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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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Fuzzy Sets and Systems, 2023 It is known that for every $s\in]1,2[$ 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 cases.
José Juan Quesada Molina +2 more
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Quasi-copulas and signed measures [PDF]
Fuzzy Sets and Systems, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Manuel Ubeda Flores +2 more
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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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A Characterization of Quasi-copulas
Journal of Multivariate Analysis, 1999 A function \(Q:[0,1]^2\to[0,1]\) is a quasi-copula if and only if it satisfies the three following conditions: (i) \(Q(0,x)=Q(x,0)=0\), \(Q(x,1)=Q(1,x)=x\), \(x\in[0,1]\); (ii) \(Q(x,y)\) is non-decreasing in each of its arguments; (iii) \(Q\) satisfies a Lipschitz condition. The quasi-copula is comprised between the Fréchet bounds.
Christian Genest
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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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Defects and transformations of quasi-copulas [PDF]
Kybernetika, 2017 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 ...
Michal Dibala +3 more
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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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Tails of the Moments for Sums with Dominatedly Varying Random Summands
Mathematics, 2021 The asymptotic behaviour of the tail expectation ?E(Snξ)α?{Snξ>x} is investigated, where exponent α is a nonnegative real number and Snξ=ξ1+…+ξn is a sum of dominatedly varying and not necessarily identically distributed random summands, following a ...
Mantas Dirma +2 more
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