کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
389307 661127 2016 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Characterization of copulas with given diagonal and opposite diagonal sections
ترجمه فارسی عنوان
مشخصه کاپول ها با قطر قطعه داده شده و قطر آن
کلمات کلیدی
بخش مورب، قطر متقابل، تقریبی چکاره
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
چکیده انگلیسی

In recent years special attention has been devoted to the problem of finding a copula, the diagonal section and opposite diagonal section of which are known. For given diagonal function and opposite diagonal functions, we provide necessary and sufficient conditions for the existence of a copula to have these functions as diagonal and opposite diagonal sections. We make use of techniques related to interpolation between the diagonals, the construction of checkerboard copulas, and linear programming. This result allows us to solve two open problems: to characterize the class of copulas where the knowledge of diagonal and opposite diagonal sections determines the copula in a unique way, and to formulate necessary and sufficient conditions for each pair of such functions to be the diagonal and opposite diagonal sections of a unique copula.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 284, 1 February 2016, Pages 63–77
نویسندگان
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