Parameterized transformations and truncation: When is the result a copula?

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F24%3AA2502I34" target="_blank" >RIV/61988987:17610/24:A2502I34 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0377042723002844?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0377042723002844?via%3Dihub</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.cam.2023.115340" target="_blank" >10.1016/j.cam.2023.115340</a>

Result language
angličtina
Original language name
Parameterized transformations and truncation: When is the result a copula?
Original language description
Our starting point are several general classes of real functions defined on the unit square satisfying some basis prop- erties such as boundary conditions or several types of monotonicity and continuity. Applying to these functions some parameterized transformations and other constructions such as the transpose and flipping (which describe different aspects of symmetry), ordinal sums and truncation, we ask for conditions yielding (again) a bivariate copula. Some of these transformations are involutive (on one or more classes of functions), others are not even injective, and occasionally they induce additional properties, yielding, e.g., a (quasi-)copula. For several typical scenarios we identify the (not necessarily convex) sets of parameters leading to a copula and conditions imposing a minimal set of parameters.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10100 - Mathematics

Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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