Generators of copulas and aggregation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F15%3AA1601EDX" target="_blank" >RIV/61988987:17610/15:A1601EDX - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Generators of copulas and aggregation
Original language description
The most applied class of copulas for fitting purposes is undoubtedly the class of Archimedean copulas due to their representation by means of single functions of one variable, i.e., by means of additive generators or the corresponding pseudo-inverses. In this paper, we characterize aggregation functions preserving additive generators (pseudo-inverses of additive generators) of Archimedean copulas. As a by-product, we obtain an efficient method to construct new additive generators from some given ones.
Czech name
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Czech description
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Classification
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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Result continuities
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)
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
INFORM SCIENCES
ISSN
0020-0255
e-ISSN
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Volume of the periodical
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Issue of the periodical within the volume
306
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
7
Pages from-to
81-87
UT code for WoS article
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EID of the result in the Scopus database
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