Results 1 to 10 of about 33 (28)

Extreme semilinear copulas

open access: yesFuzzy Sets and Systems, 2022
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and quasi--copulas) are also presented.
Manuel Úbeda Flores   +2 more
exaly   +6 more sources

On bivariate lower semilinear copulas and the star product

open access: yesInternational Journal of Approximate Reasoning
We revisit the family $\mathcal{C}^{LSL}$ of all bivariate lower semilinear (LSL) copulas first introduced by Durante et al. in 2008 and, using the characterization of LSL copulas in terms of diagonals with specific properties, derive several novel and partially unexpected results.
Lea Maislinger, Wolfgang Trutschnig
openaire   +4 more sources

On exact regions between measures of concordance and Chatterjee’s rank correlation for lower semilinear copulas

open access: yesInternational Journal of Approximate Reasoning
We explore how the classical concordance measures - Kendall's $τ$, Spearman's rank correlation $ρ$, and Spearman's footrule $ϕ$ - relate to Chatterjee's rank correlation $ξ$ when restricted to lower semilinear copulas. First, we provide a complete characterization of the attainable $τ$-$ρ$ region for this class, thus resolving the conjecture in [18 ...
Sebastian Fuchs   +2 more
openaire   +3 more sources
Some of the next articles are maybe not open access.

A probabilistic view on semilinear copulas

Information Sciences, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Henrik Sloot, Matthias Scherer
exaly   +4 more sources

Semilinear copulas

Fuzzy Sets and Systems, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anna Kolesárová   +2 more
exaly   +2 more sources

Multivariate upper semilinear copulas

Information Sciences, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets   +2 more
exaly   +4 more sources

Focal Copulas: A Common Framework for Various Classes of Semilinear Copulas

Mediterranean Journal of Mathematics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets, Hans de Meyer
exaly   +3 more sources

On copulas that generalize semilinear copulas

Kybernetika, 2012
Summary: We study a wide class of copulas which generalizes well-known families of copulas, such as the semilinear copulas. We also study corresponding results for the case of quasi-copulas.
Juan Fernández-Sánchez   +1 more
openaire   +2 more sources

Construction of New Bivariate Semilinear Copulas Based on the Ali–Mikhail–Haq, Farlie–Gumbel–Morgenstern and Plackett Families

Advances in Data Science and Adaptive Analysis
Copulas are quite a popular, flexible, and useful tool for multivariate modeling in many fields of applications, including finance and insurance, actuarial sciences, biomedical studies, geostatistics, and hydrology. In this paper, we use the concept of diagonal function to build new bivariate copulas based on the well known and important Ali–Mikhail ...
Átila P. Correia   +3 more
openaire   +1 more source

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