The key role of convexity in some copula constructions

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F20%3AA21025C1" target="_blank" >RIV/61988987:17610/20:A21025C1 - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/article/10.1007/s40879-019-00346-3" target="_blank" >https://link.springer.com/article/10.1007/s40879-019-00346-3</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s40879-019-00346-3" target="_blank" >10.1007/s40879-019-00346-3</a>

Jazyk výsledku

angličtina

Název v původním jazyce

The key role of convexity in some copula constructions

Popis výsledku v původním jazyce

We start with some binary ('outer') copula, apply it to an arbitrary binary ('inner') copula and its dual (the latter being transformed by some real function) and ask under which conditions the result is again a binary copula. Sufficient convexity conditions for the transformation function and for the 'outer' copula (ultramodularity and Schur concavity) are given, thus generalizing the scenarios considered in Klement et al. (J Math Inequal 11(2):361-381, 2017) and Manstavicius and Bagdonas (Fuzzy Sets Syst 354:48-62, 2019). In general, these sufficient conditions are not necessary (and a counterexample is provided), but in some distinguished cases necessary and sufficient conditions can be given. Several well-known families of copulas can be obtained in this way. We also present a few extensions for special 'outer'/'inner' copulas and/or transformation functions, as well as some counterexamples.

Název v anglickém jazyce

The key role of convexity in some copula constructions

Popis výsledku anglicky

We start with some binary ('outer') copula, apply it to an arbitrary binary ('inner') copula and its dual (the latter being transformed by some real function) and ask under which conditions the result is again a binary copula. Sufficient convexity conditions for the transformation function and for the 'outer' copula (ultramodularity and Schur concavity) are given, thus generalizing the scenarios considered in Klement et al. (J Math Inequal 11(2):361-381, 2017) and Manstavicius and Bagdonas (Fuzzy Sets Syst 354:48-62, 2019). In general, these sufficient conditions are not necessary (and a counterexample is provided), but in some distinguished cases necessary and sufficient conditions can be given. Several well-known families of copulas can be obtained in this way. We also present a few extensions for special 'outer'/'inner' copulas and/or transformation functions, as well as some counterexamples.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10101 - Pure mathematics

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2020

Kód důvěrnosti údajů

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

Název periodika

European Journal of Mathematics

ISSN

2199-675X

e-ISSN

—

Svazek periodika

6

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

8

Strana od-do

533-560

Kód UT WoS článku

000533444200012

EID výsledku v databázi Scopus

2-s2.0-85074464298