On Some Construction Methods for Bivariate Copulas

被引：9
|
作者：
Mesiar, Radko [1 ]
Komornik, Jozef [2 ]
Komornikova, Magda [1 ]
机构：
[1] Slovak Univ Technol Bratislava, Fac Civil Engn, Radlinskeho 11, Bratislava 81368, Slovakia
[2] Comenius Univ, Fac Management, Bratislava 82005, Slovakia
来源：
AGGREGATION FUNCTIONS IN THEORY AND IN PRACTISE | 2013年 / 228卷
关键词：
Farlie-Gumbel-Morgenstern copulas; Mayor-Torrens copulas; construction method for copula;
D O I：
10.1007/978-3-642-39165-1_7
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
We propose a rather general construction method for bivariate copulas, generalizing some construction methods known from the literature. In some special cases, the constraints ensuring the output of the proposed method to be a copula are given. Our approach opens several new problems in copula theory.
引用
收藏
页码：39 / +
页数：2
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