On a family of multivariate copulas for aggregation processes

Fabrizio Durante; José Juan Quesada-Molina; Manuel Úbeda-Flores

doi:10.1016/j.ins.2007.07.019

On a family of multivariate copulas for aggregation processes

Fabrizio Durante
, José Juan Quesada-Molina
, Manuel Úbeda-Flores

Institute for Mathematical Methods in Medicine and Data Based Modeling

Research output: Contribution to journal › Article › peer-review

Abstract

We introduce a family of multivariate copulas - a special type of n-ary aggregation operations -- depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.

Original language	English
Pages (from-to)	5715-5724
Number of pages	10
Journal	Information Sciences
Volume	177
Issue number	24
DOIs	https://doi.org/10.1016/j.ins.2007.07.019
Publication status	Published - 15 Dec 2007

Fields of science

101029 Mathematical statistics

Access to Document

10.1016/j.ins.2007.07.019

Cite this

@article{ae589adcdc7c4b7f9f68422f6699456d,

title = "On a family of multivariate copulas for aggregation processes",

abstract = "We introduce a family of multivariate copulas - a special type of n-ary aggregation operations -- depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.",

author = "Fabrizio Durante and Quesada-Molina, \{Jos{\'e} Juan\} and Manuel {\'U}beda-Flores",

year = "2007",

month = dec,

day = "15",

doi = "10.1016/j.ins.2007.07.019",

language = "English",

volume = "177",

pages = "5715--5724",

journal = "Information Sciences",

issn = "1872-6291",

publisher = "Elsevier",

number = "24",

}

TY - JOUR

T1 - On a family of multivariate copulas for aggregation processes

AU - Durante, Fabrizio

AU - Quesada-Molina, José Juan

AU - Úbeda-Flores, Manuel

PY - 2007/12/15

Y1 - 2007/12/15

N2 - We introduce a family of multivariate copulas - a special type of n-ary aggregation operations -- depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.

AB - We introduce a family of multivariate copulas - a special type of n-ary aggregation operations -- depending on a univariate function. This family is used in the construction of a special aggregation operation that satisfies a Lipschitz condition. Several examples are provided and some statistical properties are studied.

UR - https://www.scopus.com/pages/publications/34648857535

U2 - 10.1016/j.ins.2007.07.019

DO - 10.1016/j.ins.2007.07.019

M3 - Article

SN - 1872-6291

VL - 177

SP - 5715

EP - 5724

JO - Information Sciences

JF - Information Sciences

IS - 24

ER -

On a family of multivariate copulas for aggregation processes

Abstract

Fields of science

Access to Document

Other files and links

Cite this