Quadratic transformation of multivariate aggregation functions

IF 0.6 Q4 STATISTICS & PROBABILITY
Prakassawat Boonmee, S. Tasena
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引用次数: 1

Abstract

Abstract In this work, we prove that quadratic transformations of aggregation functions must come from quadratic aggregation functions. We also show that this is different from quadratic transformations of (multivariate) semi-copulas and quasi-copulas. In the latter case, those two classes are actually the same and consists of convex combinations of the identity map and another fixed quadratic transformation. In other words, it is a convex set with two extreme points. This result is different from the bivariate case in which the two classes are different and both are convex with four extreme points.
多元聚合函数的二次变换
摘要在这项工作中,我们证明了聚合函数的二次变换必须来自于二次聚合函数。我们还证明了这不同于(多元)半Copula和拟Copula的二次变换。在后一种情况下,这两类实际上是相同的,由单位映射和另一个固定二次变换的凸组合组成。换句话说,它是一个有两个极值点的凸集。这一结果不同于二元情况,在二元情况下,两个类不同,并且都是凸的,有四个极值点。
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来源期刊
Dependence Modeling
Dependence Modeling STATISTICS & PROBABILITY-
CiteScore
1.00
自引率
0.00%
发文量
18
审稿时长
12 weeks
期刊介绍: The journal Dependence Modeling aims at providing a medium for exchanging results and ideas in the area of multivariate dependence modeling. It is an open access fully peer-reviewed journal providing the readers with free, instant, and permanent access to all content worldwide. Dependence Modeling is listed by Web of Science (Emerging Sources Citation Index), Scopus, MathSciNet and Zentralblatt Math. The journal presents different types of articles: -"Research Articles" on fundamental theoretical aspects, as well as on significant applications in science, engineering, economics, finance, insurance and other fields. -"Review Articles" which present the existing literature on the specific topic from new perspectives. -"Interview articles" limited to two papers per year, covering interviews with milestone personalities in the field of Dependence Modeling. The journal topics include (but are not limited to):  -Copula methods -Multivariate distributions -Estimation and goodness-of-fit tests -Measures of association -Quantitative risk management -Risk measures and stochastic orders -Time series -Environmental sciences -Computational methods and software -Extreme-value theory -Limit laws -Mass Transportations
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