New families of symmetric/asymmetric copulas

Radko Mesiar; Vadoud Najjari

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New families of symmetric/asymmetric copulas

机译：对称/不对称系膜的新家族

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摘要

In 2004, Rodriguez-Lallena and Ubeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions. In 2006, Dolati and Ubeda-Flores presented multivariate generalizations of this class, also they investigated symmetry, dependence concepts and measuring the dependence among the components of each classes. In this paper, a new method of constructing binary copulas is introduced, extending the original study of Rodrfguez-Lallena and Ubeda-Flores to new families of symmetric/asymmetric copulas. Several properties and parameters of newly introduced copulas are included. Among others, relationship of our construction method with several kinds of ordinal sums of copulas is clarified.

机译：2004年，Rodriguez-Lallena和Ubeda-Flores引入了一类双变量系动词，它概括了一些已知的族，例如Farlie-Gumbel-Morgenstern分布。 2006年，Dolati和Ubeda-Flores提出了此类的多元概括，他们还研究了对称性，依存关系概念并测量了各类别组件之间的依存关系。在本文中，介绍了一种构建二值copulas的新方法，将对Rodrfguez-Lallena和Ubeda-Flores的原始研究扩展到了新的对称/不对称copulas系列。包括新引入的copulas的一些特性和参数。除其他外，阐明了我们的构造方法与数种系序数之间的关系。

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来源
《Fuzzy sets and systems》 |2014年第1期|99-110|共12页
作者
Radko Mesiar; Vadoud Najjari;
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作者单位

Faculty of Civil Engineering, Slovak University of Technology, Radlinskeho 11, 813 68 Bratislava, Slovakia,Institute for Research and Applications of Fuzzy Modeling, Division of University Ostrava, National Super computing Center IT4 Innovations,30. dubna 22, Ostrava 701 03, Czech Republic;

Department of Mathematics, Islamic Azad University, Maragheh branch, Maragheh, Iran;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Copulas; Dependence concepts; Measures of association; Tails;

机译：科普拉斯;依赖概念;结社措施;尾巴;

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New families of symmetric/asymmetric copulas

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