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Kybernetika 43(2):209-220, 2007.

Copulas with Given Values on a Horizontal and a Vertical Section

Fabrizio Durante, Anna Kolesárová, Radko Mesiar and Carlo Sempi


Abstract:

In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented.


Keywords: copula; horizontal section; vertical section; binary aggregation operator;


AMS: 60E05; 62H05;


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BIB TeX

@article{kyb:2007:2:209-220,

author = {Durante, Fabrizio and Koles\'{a}rov\'{a}, Anna and Mesiar, Radko and Sempi, Carlo },

title = {Copulas with Given Values on a Horizontal and a Vertical Section},

journal = {Kybernetika},

volume = {43},

year = {2007},

number = {2},

pages = {209-220}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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