Ultramodularity and copulas

DOI10.1216/RMJ-2014-44-1-189zbMath1371.62050MaRDI QIDQ2453639

Erich Peter Klement, Maddalena Manzi, Radko Mesiar

Publication date: 10 June 2014

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rmjm/1401740498

zbMATH Keywords

copulaconcavityconvexitysupermodularityArchimedean copulaultramodularity\(n\)-ary aggregation function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Convexity of real functions of several variables, generalizations (26B25) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Related Items (12)

A comprehensive extension of the FGM copula ⋮ Characterizations of bivariate conic, extreme value, and Archimax copulas ⋮ The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions ⋮ The key role of convexity in some copula constructions ⋮ Granular representation of OWA-based fuzzy rough sets ⋮ Supermodular and directionally convex comparison results for general factor models ⋮ A hitchhiker's guide to quasi-copulas ⋮ On structural properties of an asymmetric copula family and its statistical implication ⋮ Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Geometry of discrete copulas ⋮ The impact on the properties of the EFGM copulas when extending this family ⋮ Sklar's theorem, copula products, and ordering results in factor models

Cites Work

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• LIPSCHITZ CONTINUITY OF DISCRETE UNIVERSAL INTEGRALS BASED ON COPULAS
• A Family of Concepts of Dependence for Bivariate Distributions
• L-superadditive structure functions
• Copulas Constructed from Horizontal Sections
• Ultramodular Functions
• Naturally Totally Ordered Commutative Semigroups

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