On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F13%3AA14017SS" target="_blank" >RIV/61988987:17610/13:A14017SS - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
Original language description
A new method of constructing 1-Lipschitz aggregation functions is proposed and studied. As a by product, a new method of constructing (quasi-)copulas from a given (quasi-)copula C is obtained. Newly constructed copulas are negative quadrant dependent forany original copula C. The only invariant copula under this construction is the Fréchet-Höffding lower bound W. The method preserves several important properties of copulas, such as modularity, absolute continuity or symmetry, and commutes with some other constructions, e.g., the construction of survival copulas.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/ED1.1.00%2F02.0070" target="_blank" >ED1.1.00/02.0070: IT4Innovations Centre of Excellence</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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