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Št. zadetkov: 2
Multivariate copulas with given values at two arbitrary points
Erich Peter Klement, Damjana Kokol-Bukovšek, Matjaž Omladič, Susanne Saminger, Nik Stopar
Izvirni znanstveni članek
Oznake: matematika;matematična analiza;matematične metode;mathematics;mathematical analysis;mathematical methods;
Copulas are functions that link an n-dimensional distribution function with its one-dimensional margins. In this contribution we show how n-variate copulas with given values at two arbitrary points can be constructed. Thereby, we also answer a so far open question whether lower and upper bounds for ...
Leto: 2022 Vir: Ekonomska fakulteta (UL EF)
Coherence and avoidance of sure loss for standardized functions and semicopulas
Erich Peter Klement, Damjana Kokol-Bukovšek, Blaž Mojškerc, Matjaž Omladič, Susanne Saminger, Nik Stopar
Izvirni znanstveni članek
Oznake: copulas;quasi-copulas;semicopulas;standardized function;coherence;avoidance of sure loss;k-increasing function;
We discuss avoidance of sure loss and coherence results for semicopulas and standardized functions, i.e., for grounded, ▫$1$▫-increasing functions with value ▫$1$▫ at ▫$(1, 1, \ldots , 1)$▫. We characterize the existence of a ▫$k$▫-increasing ▫$n$▫-variate function ▫$C$▫ fulfilling ▫$A \le C \le B$▫ ...
Leto: 2024 Vir: Ekonomska fakulteta (UL EF)
Št. zadetkov: 2
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