bibtype |
J -
Journal Article
|
ARLID |
0545164 |
utime |
20220328124946.9 |
mtime |
20210903235959.9 |
WOS |
000647690300001 |
SCOPUS |
85097102920 |
DOI |
10.1016/j.fss.2020.11.001 |
title
(primary) (eng) |
The impact on the properties of the EFGM copulas when extending this family |
specification |
page_count |
26 s. |
media_type |
P |
|
serial |
ARLID |
cav_un_epca*0256642 |
ISSN |
0165-0114 |
title
|
Fuzzy Sets and Systems |
volume_id |
415 |
volume |
1 (2021) |
page_num |
1-26 |
publisher |
|
|
keyword |
Dependence parameter |
keyword |
Eyraud-Farlie-Gumbel-Morgenstern copula |
keyword |
Perturbation |
keyword |
Polynomial copula |
keyword |
Schur concavity |
keyword |
Ultramodularity |
author
(primary) |
ARLID |
cav_un_auth*0235722 |
name1 |
Saminger-Platz |
name2 |
S. |
country |
AT |
share |
20 |
|
author
|
ARLID |
cav_un_auth*0212843 |
name1 |
Kolesárová |
name2 |
A. |
country |
SK |
share |
20 |
|
author
|
ARLID |
cav_un_auth*0413269 |
name1 |
Šeliga |
name2 |
A. |
country |
SK |
share |
20 |
|
author
|
ARLID |
cav_un_auth*0101163 |
name1 |
Mesiar |
name2 |
Radko |
institution |
UTIA-B |
full_dept (cz) |
Ekonometrie |
full_dept |
Department of Econometrics |
department (cz) |
E |
department |
E |
full_dept |
Department of Econometrics |
share |
20 |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0208902 |
name1 |
Klement |
name2 |
E.P. |
country |
AT |
share |
20 |
garant |
K |
|
source |
|
source |
|
cas_special |
abstract
(eng) |
Several extensions of the family of (bivariate) Eyraud-Farlie-Gumbel-Morgenstern copulas (EFGM copulas) are considered. Some of them are well-known from the literature, others have recently been suggested (copulas based on quadratic constructions, based on some forms of convexity, and polynomial copulas). For each of these extensions we analyze which properties of EFGM copulas are preserved (or even improved) and which are (partly) lost. Such properties can be structural (order theoretical or topological) in nature, or algebraic (symmetry or being a polynomial) or analytic (absolute continuity). Other examples are forms of convexity, quadrant dependence, and symmetry with respect to copula transformations. The last group of properties considered here is related to some dependence parameters. |
result_subspec |
WOS |
RIV |
BA |
FORD0 |
10000 |
FORD1 |
10100 |
FORD2 |
10103 |
reportyear |
2022 |
num_of_auth |
5 |
inst_support |
RVO:67985556 |
permalink |
http://hdl.handle.net/11104/0321915 |
confidential |
S |
mrcbC86 |
1 Article Computer Science Theory Methods|Mathematics Applied|Statistics Probability |
mrcbC91 |
C |
mrcbT16-e |
COMPUTERSCIENCETHEORYMETHODS|MATHEMATICSAPPLIED|STATISTICSPROBABILITY |
mrcbT16-j |
0.7 |
mrcbT16-s |
1.338 |
mrcbT16-D |
Q2 |
mrcbT16-E |
Q2 |
arlyear |
2021 |
mrcbU14 |
85097102920 SCOPUS |
mrcbU24 |
PUBMED |
mrcbU34 |
000647690300001 WOS |
mrcbU63 |
cav_un_epca*0256642 Fuzzy Sets and Systems 0165-0114 1872-6801 Roč. 415 č. 1 2021 1 26 Elsevier |
|