Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
397628 | International Journal of Approximate Reasoning | 2015 | 11 Pages |
Abstract
Random sets are set-valued random variables. They have been applied in various fields like stochastic geometry, statistics, economics, engineering or computer science, and are often used for modeling uncertainty. In an earlier paper the author has defined joint capacity and joint containment functionals which are multivariate set functions describing the joint distribution of random sets. This paper is concerned with the question how copulas can be used to describe or model the dependence of random sets. It is demonstrated that a joint containment functional can be related to its margins by a family of copulas. Furthermore, the paper provides a first insight how copulas can be used to define joint containment functionals.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Bernhard Schmelzer,