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  • A new method of constructing 1-Lipschitz aggregation functions is proposed and studied. As a by product, a new method of constructing (quasi-)copulas from a given (quasi-)copula C is obtained. Newly constructed copulas are negative quadrant dependent for any original copula C. The only invariant copula under this construction is the Fréchet-Höffding lower bound W. The method preserves several important properties of copulas, such as modularity, absolute continuity or symmetry, and commutes with some other constructions, e.g., the construction of survival copulas.
  • A new method of constructing 1-Lipschitz aggregation functions is proposed and studied. As a by product, a new method of constructing (quasi-)copulas from a given (quasi-)copula C is obtained. Newly constructed copulas are negative quadrant dependent for any original copula C. The only invariant copula under this construction is the Fréchet-Höffding lower bound W. The method preserves several important properties of copulas, such as modularity, absolute continuity or symmetry, and commutes with some other constructions, e.g., the construction of survival copulas. (en)
Title
  • On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
  • On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas (en)
skos:prefLabel
  • On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
  • On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas (en)
skos:notation
  • RIV/61988987:17610/13:A14017SS!RIV14-MSM-17610___
http://linked.open...avai/predkladatel
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  • P(ED1.1.00/02.0070)
http://linked.open...iv/cisloPeriodika
  • 226
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  • 93640
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  • RIV/61988987:17610/13:A14017SS
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  • Aggregation function; 1-Lipschitz aggregation function; Copula; Construction of copulas; Quasi-copula (en)
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  • NL - Nizozemsko
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  • [597C421E0F53]
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  • FUZZY SET SYST
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  • 36
http://linked.open...iv/tvurceVysledku
  • Mesiar, Radko
  • Kolesárová, Anna
  • Kalická, Jana
issn
  • 0165-0114
number of pages
http://localhost/t...ganizacniJednotka
  • 17610
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