Results 11 to 20 of about 319 (104)

Quasi-Copulas, Copulas and Fuzzy Implicators

open access: yesInternational 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 implicators.
Radko Mesiar, Anna Kolesárová
openaire   +3 more sources

Proportional Hazard Model and Proportional Odds Model under Dependent Truncated Data

open access: yesAxioms, 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
doaj   +1 more source

Quadratic transformation of multivariate aggregation functions

open access: yesDependence 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
doaj   +1 more source

Biconic semi-copulas with a given section [PDF]

open access: yes, 2013
Inspired by the notion of biconic semi-copulas, we introduce biconic semi-copulas with a given section. Such semi-copulas are constructed by linear interpolation on segments connecting the graph of a continuous and decreasing function to the points (0, 0)
De Baets, Bernard   +3 more
core   +2 more sources

Characterizations of bivariate conic, extreme value, and Archimax copulas [PDF]

open access: yes, 2017
Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in
Arias García, José De Jesús   +3 more
core   +2 more sources

Characterizations of multivariate quasi-copulas(多元拟连接函数的刻画)

open access: yesZhejiang Daxue xuebao. Lixue ban, 2007
CENEST等曾给出二元拟连接函数的两个等价刻画,同时提出一问题:引理可否推广到高维?本文回答了这一问题,证明了引理在高维时也是成立的;并指出其中一个刻画可以推广到多元,作为多元拟连接函数的刻画,而另一个刻画在高维时不成立;最后进一步得到多元线性拟连接函数概念,它是多元拟连接函数的推广.
SHENYin-fang(沈银芳)
doaj   +1 more source

Sklar's theorem in an imprecise setting [PDF]

open access: yes, 2015
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes, that are pairs ...
Miranda, Enrique   +3 more
core   +2 more sources

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

open access: yesDependence Modeling, 2013
Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula ...
Bernard Carole   +3 more
doaj   +1 more source

Distorted Copulas: Constructions and Tail Dependence [PDF]

open access: yes, 2010
Given a copula C, we examine under which conditions on an order isomorphism ψ of [0, 1] the distortion C ψ: [0, 1]2 → [0, 1], C ψ(x, y) = ψ{C[ψ−1(x), ψ−1(y)]} is again a copula.
Avérous J.   +20 more
core   +2 more sources

On power stable quasi-copulas

open access: yesProceedings 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.
Radko Mesiar, Anna Kolesarova
openaire   +2 more sources

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