Copulas with given diagonal sections: novel constructions and applications

International Journal of Uncertainty, Fuzziness and Knowldege-Based Systems

Volumn 15, Issue 4, 2007, Pages 397-410

  Durante, Fabrizio ^a   Kolesárová, Anna ^b   Mesiar, Radko ^b,c   Sempi, Carlo ^d  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

^b SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

^c INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

^d UNIVERSITY OF SALENTO   (Italy)

Author keywords

Aggregation operator; Copula; Diagonal section; Tail dependence

Indexed keywords

MATHEMATICAL OPERATORS; VECTORS;

AGGREGATION OPERATORS; COPULA; DIAGONAL SECTIONS; TAIL DEPENDENCE;

COMPUTATIONAL GRAMMARS;

EID: 34548271106     PISSN: 02184885     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218488507004753     Document Type: Article

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