On the relationship between modular functions and copulas

DOI10.1016/j.fss.2014.07.024zbMath1361.62026OpenAlexW1982016636WikidataQ60256026 ScholiaQ60256026MaRDI QIDQ529358

Radko Mesiar, Jana Kalická, Bernard De Baets, H. E. De Meyer

Publication date: 18 May 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2014.07.024

zbMATH Keywords

copulamodular functionordinal sum1-Lipschitz continuity

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Curved splicing of copulas ⋮ Several algorithms for constructing copulas via \(\ast\)-product decompositions ⋮ Extremal Lipschitz continuous aggregation functions with a given diagonal section ⋮ Construction of copulas with hairpin support ⋮ On the lattice structure of the set of supermodular quasi-copulas

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