Results 11 to 20 of about 520,955 (192)
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.
Juan Fernández-Sánchez +2 more
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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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Quadratic transformation of multivariate aggregation functions
Dependence Modeling, 2020 In this work, we prove that quadratic transformations of aggregation functions must come from quadratic aggregation functions. We also show that this is different from quadratic transformations of (multivariate) semi-copulas and quasi-copulas.
Boonmee Prakassawat, Tasena Santi
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Multivariate copulas, quasi-copulas and lattices [PDF]
Statistics & Probability Letters, 2011 We investigate some properties of the partially ordered sets of multivariate copulas and quasi-copulas. Whereas the set of bivariate quasi-copulas is a complete lattice, which is order-isomorphic to the Dedekind-MacNeille completion of the set of bivariate copulas, we show that this is not the case in higher dimensions.
Fernández-Sánchez, Juan +2 more
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Pair-copula constructions of multiple dependence [PDF]
, 2006 Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time.
Aas, Kjersti +3 more
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Differentiating synonyms and adjective subclasses by syntactic profiling
Lexis: Journal in English Lexicology, 2020 Twenty adjectives belonging to five intuitively recognizable semantic families, age (old, young), size (large, small, big), color (black, white, red, yellow, blue), modality (possible, impossible, necessary, likely, sure) and emotion (happy, sad, glad ...
Daniel Henkel
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Bayesian Nonparametric Inference for a Multivariate Copula Function [PDF]
, 2014 The paper presents a general Bayesian nonparametric approach for estimating a high dimensional copula. We first introduce the skew-normal copula, which we then extend to an infinite mixture model.
Wu, Juan, Wang, Xue, Walker, Stephen G.
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Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology, 2013 In our contribution we discuss the power stability of 1-Lipschitz binary aggregation functions. The main result is the characterization of power stable quasi-copulas by means of their dependence functions. The notions are illustrated by examples.
Anna Kolesárová, Radko Mesiar
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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. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
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Copula models in machine learning [PDF]
, 2015 The introduction of copulas, which allow separating the dependence structure of a multivariate distribution from its marginal behaviour, was a major advance in dependence modelling.
Rey, Mélanie
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