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Defects and transformations of quasi-copulas

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Abstract

Six different functions measuring the defect of a quasi-copula, i.e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise to six different partitions of the set of all quasi-copulas. For each of these partitions, each equivalence class contains exactly one copula being a fixed point of the transformation under consideration. Finally, an application to the construction of so-called imprecise copulas is given.
Original languageEnglish
Pages (from-to)848-865
Number of pages18
JournalKybernetika
Volume52
Issue number6
DOIs
Publication statusPublished - Dec 2016

Fields of science

  • 101 Mathematics
  • 101013 Mathematical logic
  • 101024 Probability theory
  • 102001 Artificial intelligence
  • 102003 Image processing
  • 102019 Machine learning
  • 603109 Logic
  • 202027 Mechatronics

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Mechatronics and Information Processing
  • Nano-, Bio- and Polymer-Systems: From Structure to Function

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