ON THE ROLE OF ULTRAMODULARITY AND SCHUR CONCAVITY IN THE CONSTRUCTION OF BINARY COPULAS

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F17%3AA1801P3D" target="_blank" >RIV/61988987:17610/17:A1801P3D - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.7153/jmi-11-32" target="_blank" >http://dx.doi.org/10.7153/jmi-11-32</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.7153/jmi-11-32" target="_blank" >10.7153/jmi-11-32</a>

Result language
angličtina
Original language name
ON THE ROLE OF ULTRAMODULARITY AND SCHUR CONCAVITY IN THE CONSTRUCTION OF BINARY COPULAS
Original language description
We discuss and stress the role of ultramodularity and Schur concavity in special types of constructions of copulas. After recalling some known ultamodularity-based results, we focus on the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10101 - Pure mathematics

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
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)