On an upper bound of the set of copulas with a given curvilinear section

IF 3.2 1区 数学 Q2 COMPUTER SCIENCE, THEORY & METHODS
Yao Ouyang , Yonghui Sun , Hua-Peng Zhang
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引用次数: 0

Abstract

The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning the characterization when a natural upper bound of the set of copulas is a copula. In this paper, we completely solve the characterization problem for this natural upper bound to be a copula in the curvilinear case.
关于具有给定曲线截面的协方差集合的上界
文献中对具有给定对角线截面的协整集合的两个自然上界是协整时的特征进行了深入研究。然而,在给定曲线截面的情况下,只有部分结果涉及当共模集合的一个自然上界是共模时的特征描述。在本文中,我们完全解决了曲线情况下自然上界是 copula 的表征问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Fuzzy Sets and Systems
Fuzzy Sets and Systems 数学-计算机:理论方法
CiteScore
6.50
自引率
17.90%
发文量
321
审稿时长
6.1 months
期刊介绍: Since its launching in 1978, the journal Fuzzy Sets and Systems has been devoted to the international advancement of the theory and application of fuzzy sets and systems. The theory of fuzzy sets now encompasses a well organized corpus of basic notions including (and not restricted to) aggregation operations, a generalized theory of relations, specific measures of information content, a calculus of fuzzy numbers. Fuzzy sets are also the cornerstone of a non-additive uncertainty theory, namely possibility theory, and of a versatile tool for both linguistic and numerical modeling: fuzzy rule-based systems. Numerous works now combine fuzzy concepts with other scientific disciplines as well as modern technologies. In mathematics fuzzy sets have triggered new research topics in connection with category theory, topology, algebra, analysis. Fuzzy sets are also part of a recent trend in the study of generalized measures and integrals, and are combined with statistical methods. Furthermore, fuzzy sets have strong logical underpinnings in the tradition of many-valued logics.
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