Author :
Kolesarova, A. ; Mesiar, R. ; Mordelova, J. ; Sempi, C.
Author_Institution :
Dept. of Math., Slovak Tech. Univ., Bratislava
Abstract :
We define discrete copulas on a grid of the unit square and show that with each discrete copula there is associated, in a natural way, a bistochastic matrix. This is used in order to introduce the product of discrete copulas. Discrete copulas of order n are the smallest convex set containing the irreducible discrete copulas of order n introduced by Mayor
Keywords :
matrix algebra; set theory; stochastic processes; bistochastic matrix; convex set; discrete copulas; Books; Distribution functions; Mathematics; Probability distribution; Random variables; Sampling methods; Statistical distributions; Copula; discrete copula;
Journal_Title :
Fuzzy Systems, IEEE Transactions on
DOI :
10.1109/TFUZZ.2006.880003
