Asymmetric semilinear copulas
Kybernetika, Tome 43 (2007) no. 2, pp. 221-233
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by $1/16$. The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of $\Pi $ and $M$.
Classification :
60E05, 62H05, 62H10, 62H20
Keywords: asymmetry; copula; diagonal section; semilinear copula; symmetry
Keywords: asymmetry; copula; diagonal section; semilinear copula; symmetry
@article{KYB_2007__43_2_a8,
author = {De Baets, Bernard and De Meyer, Hans and Mesiar, Radko},
title = {Asymmetric semilinear copulas},
journal = {Kybernetika},
pages = {221--233},
publisher = {mathdoc},
volume = {43},
number = {2},
year = {2007},
mrnumber = {2343397},
zbl = {1136.62350},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2007__43_2_a8/}
}
De Baets, Bernard; De Meyer, Hans; Mesiar, Radko. Asymmetric semilinear copulas. Kybernetika, Tome 43 (2007) no. 2, pp. 221-233. http://geodesic.mathdoc.fr/item/KYB_2007__43_2_a8/