Parameterized transformations and truncation: When is the result a copula?

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

Research output: Contribution to journalArticlepeer-review

Abstract

Our starting point are several general classes of real functions defined on the unit square satisfying some basic properties such as a boundary condition or several types of monotonicity and continuity. Applying to these functions some parameterized transformations and other constructions such as the transpose and flipping (which describe different aspects of symmetry) and truncation, we ask for conditions yielding (again) a bivariate copula. Some of these transformations are involutive (on one or more classes of functions), others are not even injective, and occasionally they induce additional properties, yielding, e.g., a (quasi-)copula. For several typical scenarios we identify the (not necessarily convex) sets of parameters leading to a copula and conditions imposing a minimal set of parameters.
Original languageEnglish
Article number115340
Pages (from-to)115340
Number of pages17
JournalJournal of Computational and Applied Mathematics
Volume436
DOIs
Publication statusPublished - 15 Jan 2024

Fields of science

  • 101 Mathematics
  • 101004 Biomathematics
  • 101013 Mathematical logic
  • 101014 Numerical mathematics
  • 101020 Technical mathematics
  • 101024 Probability theory
  • 101027 Dynamical systems
  • 101028 Mathematical modelling
  • 102001 Artificial intelligence
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  • 102009 Computer simulation
  • 102019 Machine learning
  • 102023 Supercomputing
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  • 206001 Biomedical engineering
  • 206003 Medical physics

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