کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
389403 661137 2015 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sklar's theorem in an imprecise setting
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Sklar's theorem in an imprecise setting
چکیده انگلیسی

Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes, that are pairs of ordered distribution functions. Similarly, we can consider a set of copulas instead of a single one. We study the extension of Sklar's theorem under these conditions, and link the obtained results to stochastic ordering with imprecision.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 278, 1 November 2015, Pages 48–66
نویسندگان
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