DocumentCode
13402
Title
A Characterization of the Orthogonal Grid Constructions of Copulas
Author
Fernandez Sanchez, Juan ; Ubeda-Flores, Manuel
Author_Institution
Grupo de Investig. de Analisis Matematico, Univ. de Almeria, Almeria, Spain
Volume
22
Issue
4
fYear
2014
fDate
Aug. 2014
Firstpage
1045
Lastpage
1047
Abstract
A framework for constructing copulas that can be regarded as a patchwork-like assembly of arbitrary copulas, with nonoverlapping rectangles as patches, is studied in [B. De Baets and H. De Meyer, “Orthogonal grid constructions of copulas,” IEEE Trans. Fuzzy Syst., vol. 15, no. 6, pp. 1053-1062, Dec. 2007], where the authors provide sufficient conditions to derive a family of construction methods. Our aim in this paper is to provide a characterization of such constructions.
Keywords
statistics; arbitrary copula patchwork-like assembly; construction methods; nonoverlapping rectangles; orthogonal grid copula constructions; sufficient conditions; Additives; Assembly; Decision making; Finance; Fuzzy logic; Fuzzy sets; Random variables; 2-increasing; Copula; orthogonal grid construction;
fLanguage
English
Journal_Title
Fuzzy Systems, IEEE Transactions on
Publisher
ieee
ISSN
1063-6706
Type
jour
DOI
10.1109/TFUZZ.2013.2282398
Filename
6601691
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