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On a new construction of 1-Lipschitz aggregation functions,quasi-copulas and copulas

机译:关于1-Lipschitz聚合函数,拟copulas和copulas的新构造

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摘要

A new method of constructing 1 -Lipschitz aggregation functions is proposed and studied. As a by product, a new method of constructing (quasi-)copulas from a given (quasi-)copula C is obtained. Newly constructed copulas are negative quadrant dependent for any original copula C. The only invariant copula under this construction is the Frechet-Hoffding lower bound W. The method preserves several important properties of copulas, such as modularity, absolute continuity or symmetry, and commutes with some other constructions, e.g., the construction of survival copulas.
机译:提出并研究了一种构造1-Lipschitz聚合函数的新方法。作为副产品,获得了一种从给定的(准)copula C构建(准)copulas的新方法。新构造的copula对任何原始copula C都是负象限。这种构造下唯一不变的copula是Frechet-Hoffding下界W。该方法保留了copula的几个重要属性,例如模块性,绝对连续性或对称性,以及与其他一些构造,例如生存系的构造。

著录项

  • 来源
    《Fuzzy sets and systems》 |2013年第1期|19-31|共13页
  • 作者单位

    Institute of Information Engineering, Automation and Mathematics, Faculty of Chemical and 1Food Technology, Slovak University of Technology, Radlinskeho 9, 812 37 Bratislava, Slovakia;

    Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, Radlinskeho 11, 813 68 Bratislava, Slovakia ,Centre of Excellence IT41nnovations, Division University of Ostrava, IRAFM, Czech Republic;

    Centre of Excellence IT41nnovations, Division University of Ostrava, IRAFM, Czech Republic;

  • 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

    Aggregation function; 1-Lipschitz aggregation function; Copula; Construction of copulas; Quasi-copula;

    机译:聚合功能;1-Lipschitz聚合函数;系词;copulas的构造;准系;

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