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Generators of copulas and aggregation.

Authors :
Bacigál, Tomáš
Mesiar, Radko
Najjari, Vadoud
Source :
Information Sciences. Jun2015, Vol. 306, p81-87. 7p.
Publication Year :
2015

Abstract

The most applied class of copulas for fitting purposes is undoubtedly the class of Archimedean copulas due to their representation by means of single functions of one variable, i.e., by means of additive generators or the corresponding pseudo-inverses. In this paper, we characterize aggregation functions preserving additive generators (pseudo-inverses of additive generators) of Archimedean copulas. As a by-product, we obtain an efficient method to construct new additive generators from some given ones. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00200255
Volume :
306
Database :
Academic Search Index
Journal :
Information Sciences
Publication Type :
Periodical
Accession number :
101924614
Full Text :
https://doi.org/10.1016/j.ins.2015.01.032