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Focal copulas: a common framework for various classes of semilinear copulas

Tarad Jwaid (UGent) , Bernard De Baets (UGent) and Hans De Meyer (UGent)
Author
Organization
Abstract
A new method to construct semi-copulas is introduced. These semi-copulas are called focal semi-copulas and their construction is based on linear interpolation on segments connecting the diagonal of the unit square with two focal points. Several classes of semilinear semi-copulas, such as lower semilinear semi-copulas, upper semilinear semi-copulas, ortholinear semi-copulas and biconic semi-copulas with a given diagonal section, turn out to be special cases of focal semi-copulas. Subclasses of focal semi-copulas, such as focal (quasi-)copulas are characterized as well.
Keywords
1-LIPSCHITZ AGGREGATION OPERATORS, linear interpolation, diagonal section, copula, quasi-copula, Semi-copula, QUASI-COPULAS, DIAGONAL SECTIONS, CONSTRUCTION, TRANSITIVITY, FAMILY

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Citation

Please use this url to cite or link to this publication:

Chicago
Jwaid, Tarad, Bernard De Baets, and Hans De Meyer. 2016. “Focal Copulas: a Common Framework for Various Classes of Semilinear Copulas.” Mediterranean Journal of Mathematics 13 (5): 2911–2934.
APA
Jwaid, T., De Baets, B., & De Meyer, H. (2016). Focal copulas: a common framework for various classes of semilinear copulas. MEDITERRANEAN JOURNAL OF MATHEMATICS, 13(5), 2911–2934.
Vancouver
1.
Jwaid T, De Baets B, De Meyer H. Focal copulas: a common framework for various classes of semilinear copulas. MEDITERRANEAN JOURNAL OF MATHEMATICS. 2016;13(5):2911–34.
MLA
Jwaid, Tarad, Bernard De Baets, and Hans De Meyer. “Focal Copulas: a Common Framework for Various Classes of Semilinear Copulas.” MEDITERRANEAN JOURNAL OF MATHEMATICS 13.5 (2016): 2911–2934. Print.
@article{8197301,
  abstract     = {A new method to construct semi-copulas is introduced. These semi-copulas are called focal semi-copulas and their construction is based on linear interpolation on segments connecting the diagonal of the unit square with two focal points. Several classes of semilinear semi-copulas, such as lower semilinear semi-copulas, upper semilinear semi-copulas, ortholinear semi-copulas and biconic semi-copulas with a given diagonal section, turn out to be special cases of focal semi-copulas. Subclasses of focal semi-copulas, such as focal (quasi-)copulas are characterized as well.},
  author       = {Jwaid, Tarad and De Baets, Bernard and De Meyer, Hans},
  issn         = {1660-5446},
  journal      = {MEDITERRANEAN JOURNAL OF MATHEMATICS},
  keyword      = {1-LIPSCHITZ AGGREGATION OPERATORS,linear interpolation,diagonal section,copula,quasi-copula,Semi-copula,QUASI-COPULAS,DIAGONAL SECTIONS,CONSTRUCTION,TRANSITIVITY,FAMILY},
  language     = {eng},
  number       = {5},
  pages        = {2911--2934},
  title        = {Focal copulas: a common framework for various classes of semilinear copulas},
  url          = {http://dx.doi.org/10.1007/s00009-015-0664-6},
  volume       = {13},
  year         = {2016},
}

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