Ortholinear and paralinear semi-copulas

被引:9
|
作者
Jwaid, T. [1 ]
De Baets, B. [1 ]
De Meyer, H. [2 ]
机构
[1] Univ Ghent, Dept Math Modelling Stat & Bioinformat, KERMIT, B-9000 Ghent, Belgium
[2] Univ Ghent, Dept Appl Math Comp Sci & Stat, B-9000 Ghent, Belgium
关键词
Semi-copula; Quasi-copula; Copula; Diagonal section; Opposite diagonal section; Linear interpolation; 1-LIPSCHITZ AGGREGATION OPERATORS; OPPOSITE DIAGONAL SECTIONS; QUASI-COPULAS; SEMILINEAR COPULAS; CONSTRUCTION; TRANSITIVITY; DEPENDENCE; FAMILY;
D O I
10.1016/j.fss.2014.02.004
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
A new method to construct semi-copulas is introduced. These semi-copulas are called ortholinear (resp. paralinear) semi-copulas and their construction is based on linear interpolation on segments that are perpendicular (resp. parallel) to the diagonal of the unit square. The classes of ortholinear and paralinear (quasi-)copulas are characterized as well. (C) 2014 Elsevier B.V. All rights reserved.
引用
收藏
页码:76 / 98
页数:23
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