کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
391492 | 661792 | 2016 | 12 صفحه PDF | دانلود رایگان |
In the problem setting of constructing an n -copula given its diagonal section and all of its (n−1)(n−1)-dimensional marginals, we introduce a new class of symmetric n-copulas, which generalizes the well-known class of bivariate upper semilinear copulas. These new upper semilinear n-copulas are constructed by linear interpolation on segments connecting the main diagonal of the unit hypercube [0, 1]n to one of its upper faces. We focus on the case where the (n−1)(n−1)-dimensional marginals are upper semilinear (n−1)(n−1)-copulas themselves, in which case the n-copula is actually constructed given its diagonal section and the diagonal sections of its k -marginals (k∈{2,3,…,n−1}k∈{2,3,…,n−1}). We provide necessary and sufficient conditions on these diagonal sections that guarantee that the upper semilinear construction method yields an n-copula. Several examples are provided.
Journal: Information Sciences - Volume 360, 10 September 2016, Pages 289–300