Ultramodularity and copulas
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00432229" target="_blank" >RIV/67985556:_____/14:00432229 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1216/RMJ-2014-44-1-189" target="_blank" >http://dx.doi.org/10.1216/RMJ-2014-44-1-189</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1216/RMJ-2014-44-1-189" target="_blank" >10.1216/RMJ-2014-44-1-189</a>
Alternative languages
Result language
angličtina
Original language name
Ultramodularity and copulas
Original language description
Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are mutually stochastically decreasing with respect to each other. The additive generators of Archimedean ultramodular binary copulas are fully characterized. Finally, a new construction method for binary copulas based on n-ary ultramodular aggregation functions is proposed.
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/GAP402%2F11%2F0378" target="_blank" >GAP402/11/0378: Aggregation of knowledge and expectations in the models of mathematical economics</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Rocky Mountain Journal of Mathematics
ISSN
0035-7596
e-ISSN
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Volume of the periodical
44
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
14
Pages from-to
189-202
UT code for WoS article
000338555500012
EID of the result in the Scopus database
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