Directly compatible copulas

IF 2.7 1区数学 Q2 COMPUTER SCIENCE, THEORY & METHODS

Fuzzy Sets and Systems Pub Date : 2025-09-16 DOI:10.1016/j.fss.2025.109594

Roberto Ghiselli Ricci

引用次数: 0

Abstract

In this paper, we deal with the problem of preserving the copula property by means of a suitable composition of a multivariate copula with a bivariate one. A deep connection with a general method of construction of copulas, called distortion, is shown. The methodology is grounded in a general theorem connecting the d-increasingness property of a real function of d-variables to its partial derivatives. A characterization theorem is proved. Several examples are presented.

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直接相容的copula

本文利用多元联结与二元联结的适当组合，研究了保持联结性质的问题。它与一种称为“变形”的一般联结构造方法有很深的联系。该方法基于将d变量实函数的d递增性质与其偏导数联系起来的一般定理。证明了一个表征定理。给出了几个例子。

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 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.