Defects and transformations of quasi-copulas
Kybernetika, Tome 52 (2016) no. 6, pp. 848-865
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one copula being a fixed point of the transformation under consideration. Finally, an application to the construction of so-called imprecise copulas is given.
Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one copula being a fixed point of the transformation under consideration. Finally, an application to the construction of so-called imprecise copulas is given.
DOI :
10.14736/kyb-2016-6-0848
Classification :
26B25, 26B35, 60E05, 62E10, 62H10
Keywords: copula; quasi-copula; transformation of quasi-copulas; imprecise copula
Keywords: copula; quasi-copula; transformation of quasi-copulas; imprecise copula
@article{10_14736_kyb_2016_6_0848,
author = {Dibala, Michal and Saminger-Platz, Susanne and Mesiar, Radko and Klement, Erich Peter},
title = {Defects and transformations of quasi-copulas},
journal = {Kybernetika},
pages = {848--865},
year = {2016},
volume = {52},
number = {6},
doi = {10.14736/kyb-2016-6-0848},
mrnumber = {3607851},
zbl = {06707377},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-6-0848/}
}
TY - JOUR AU - Dibala, Michal AU - Saminger-Platz, Susanne AU - Mesiar, Radko AU - Klement, Erich Peter TI - Defects and transformations of quasi-copulas JO - Kybernetika PY - 2016 SP - 848 EP - 865 VL - 52 IS - 6 UR - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-6-0848/ DO - 10.14736/kyb-2016-6-0848 LA - en ID - 10_14736_kyb_2016_6_0848 ER -
%0 Journal Article %A Dibala, Michal %A Saminger-Platz, Susanne %A Mesiar, Radko %A Klement, Erich Peter %T Defects and transformations of quasi-copulas %J Kybernetika %D 2016 %P 848-865 %V 52 %N 6 %U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-6-0848/ %R 10.14736/kyb-2016-6-0848 %G en %F 10_14736_kyb_2016_6_0848
Dibala, Michal; Saminger-Platz, Susanne; Mesiar, Radko; Klement, Erich Peter. Defects and transformations of quasi-copulas. Kybernetika, Tome 52 (2016) no. 6, pp. 848-865. doi: 10.14736/kyb-2016-6-0848
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