Additive generators of copulas

Bacigal T., Najjari V., Mesiar R., BAL H.

FUZZY SETS AND SYSTEMS, vol.264, pp.42-50, 2015 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 264
  • Publication Date: 2015
  • Doi Number: 10.1016/j.fss.2014.10.001
  • Journal Name: FUZZY SETS AND SYSTEMS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.42-50
  • Keywords: Additive generator, Archimedean copula, Copula, Joint distribution function, ARCHIMEDEAN COPULAS, MONOTONE-FUNCTIONS
  • Gazi University Affiliated: Yes

Abstract

In this study, we discuss additive generators of copulas with a fixed dimension n >= 2and additive generators that yield copulas for any dimension n >= 2. We review the reported methods used to construct additive generators of copulas, and we introduce and exemplify some new construction methods. (C) 2014 Elsevier B.V. All rights reserved.