On the role of ultramodularity and Schur concavity in the construction of binary copulas

Erich Klement, Anna Kolesárová, Radko Mesiar, Susanne Saminger-Platz

Research output: Contribution to journalArticlepeer-review

Abstract

We discuss and stress the role of ultramodularity and Schur concavity in special types of constructions of copulas. After recalling some known ultamodularity-based results, we focus on the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas.
Original languageEnglish
Pages (from-to)361-381
Number of pages21
JournalJournal of Mathematical Inequalities
Volume11
DOIs
Publication statusPublished - 2017

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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