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

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10100 - Mathematics

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2024

Kód důvěrnosti údajů

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

Název periodika

J COMPUT APPL MATH

ISSN

0377-0427

e-ISSN

1879-1778

Svazek periodika

—

Číslo periodika v rámci svazku

15 January 2024

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

17

Strana od-do

—

Kód UT WoS článku

001080105400001

EID výsledku v databázi Scopus

2-s2.0-85161350054