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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:

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.
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.
Chicago author-date
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.
Chicago author-date (all authors)
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.
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.
IEEE
[1]
T. Jwaid, B. De Baets, and H. De Meyer, “Focal copulas: a common framework for various classes of semilinear copulas,” MEDITERRANEAN JOURNAL OF MATHEMATICS, vol. 13, no. 5, pp. 2911–2934, 2016.
@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}},
  keywords     = {{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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