| bibtype |
J -
Journal Article
|
| ARLID |
0432229 |
| utime |
20240103204702.9 |
| mtime |
20141013235959.9 |
| WOS |
000338555500012 |
| DOI |
10.1216/RMJ-2014-44-1-189 |
| title
(primary) (eng) |
Ultramodularity and copulas |
| specification |
| page_count |
14 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0257568 |
| ISSN |
0035-7596 |
| title
|
Rocky Mountain Journal of Mathematics |
| volume_id |
44 |
| volume |
1 (2014) |
| page_num |
189-202 |
|
| keyword |
ultramodularity |
| keyword |
copula |
| keyword |
Schur concavity |
| author
(primary) |
| ARLID |
cav_un_auth*0208902 |
| name1 |
Klement |
| name2 |
E.P. |
| country |
AT |
| share |
20 |
|
| author
|
| ARLID |
cav_un_auth*0265139 |
| name1 |
Manzi |
| name2 |
M. |
| country |
IT |
| share |
20 |
|
| author
|
| ARLID |
cav_un_auth*0101163 |
| name1 |
Mesiar |
| name2 |
Radko |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| garant |
K |
| share |
60 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/11/0378 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0273630 |
|
| abstract
(eng) |
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. |
| reportyear |
2015 |
| RIV |
BA |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0237113 |
| confidential |
S |
| mrcbT16-e |
MATHEMATICS |
| mrcbT16-j |
0.417 |
| mrcbT16-s |
0.611 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
32.474 |
| mrcbT16-C |
20.032 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q2 |
| arlyear |
2014 |
| mrcbU34 |
000338555500012 WOS |
| mrcbU63 |
cav_un_epca*0257568 Rocky Mountain Journal of Mathematics 0035-7596 1945-3795 Roč. 44 č. 1 2014 189 202 |
|