OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS

被引：32
|
作者：
De Baets, Bernard [1 ]
De Meyer, Hans [2 ]
Ubeda-Flores, Manuel [3 ]
机构：
[1] Univ Ghent, Dept Appl Math Biometr & Proc Control, B-9000 Ghent, Belgium
[2] Univ Ghent, Dept Appl Math & Comp Sci, B-9000 Ghent, Belgium
[3] Univ Almeria, Dept Estadist & Matemat Aplicada, La Canada De San Urbano 04120, Almeria, Spain
来源：
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS | 2009年 / 17卷 / 04期
关键词：
Copula; Lipschitz condition; diagonal section; opposite diagonal section; opposite symmetry; quasi-copula; tail dependence;
D O I：
10.1142/S0218488509006108
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper, we study opposite diagonal sections of quasi-copulas and copulas. The best-possible upper bound for the set of copulas with a given opposite diagonal section being known, we focus on the best-possible lower bound, which in general is a quasi-copula. Moreover, it exhibits an interesting type of bivariate symmetry called opposite symmetry.
引用
收藏
页码：481 / 490
页数：10
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