Results 1 to 10 of about 33 (28)
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
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On bivariate lower semilinear copulas and the star product
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
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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
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30th Annual Computational Neuroscience Meeting: CNS*2021-Meeting Abstracts. [PDF]
europepmc +1 more source
Some of the next articles are maybe not open access.
A probabilistic view on semilinear copulas
Information Sciences, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Henrik Sloot, Matthias Scherer
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Fuzzy Sets and Systems, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anna Kolesárová +2 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anna Kolesárová +2 more
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Multivariate upper semilinear copulas
Information Sciences, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets +2 more
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Focal Copulas: A Common Framework for Various Classes of Semilinear Copulas
Mediterranean Journal of Mathematics, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets, Hans de Meyer
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On copulas that generalize semilinear copulas
Kybernetika, 2012Summary: 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
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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
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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

