Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
389403 | Fuzzy Sets and Systems | 2015 | 19 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Ignacio Montes, Enrique Miranda, Renato Pelessoni, Paolo Vicig,