کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
389711 661168 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
New families of symmetric/asymmetric copulas
ترجمه فارسی عنوان
خانواده های جدید از مخروط های متقارن / نامتقارن
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
چکیده انگلیسی

In 2004, Rodríguez-Lallena and Úbeda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie–Gumbel–Morgenstern distributions. In 2006, Dolati and Úbeda-Flores presented multivariate generalizations of this class, also they investigated symmetry, dependence concepts and measuring the dependence among the components of each classes. In this paper, a new method of constructing binary copulas is introduced, extending the original study of Rodríguez-Lallena and Úbeda-Flores to new families of symmetric/asymmetric copulas. Several properties and parameters of newly introduced copulas are included. Among others, relationship of our construction method with several kinds of ordinal sums of copulas is clarified.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 252, 1 October 2014, Pages 99–110
نویسندگان
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