A generalization of quasi-homogenous copulas

T. Jwaid; R. Mesiar; A. Haj Ismail

doi:10.1016/j.fss.2021.09.021

A generalization of quasi-homogenous copulas

T. Jwaid
, R. Mesiar
, A. Haj Ismail

College of Humanities and Sciences

Ghent University
Slovak University of Technology in Bratislava
University of Ostrava

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

Inspired by the notion of quasi-homogenous copulas, we introduce a new class of functions with a given curved section. The convexity of curved sections plays a key role in characterizing the corresponding copulas. This class of copulas generalizes the class of quasi-homogenous copulas.

Original language	English
Pages (from-to)	310-320
Number of pages	11
Journal	Fuzzy Sets and Systems
Volume	441
DOIs	https://doi.org/10.1016/j.fss.2021.09.021
State	Published - 5 Aug 2022

Keywords

Copula
Quasi-copula
Quasi-homogenous

Access to Document

10.1016/j.fss.2021.09.021

Cite this

@article{c7bf12028b6841e48e36734e247a2718,

title = "A generalization of quasi-homogenous copulas",

abstract = "Inspired by the notion of quasi-homogenous copulas, we introduce a new class of functions with a given curved section. The convexity of curved sections plays a key role in characterizing the corresponding copulas. This class of copulas generalizes the class of quasi-homogenous copulas.",

keywords = "Copula, Quasi-copula, Quasi-homogenous",

author = "T. Jwaid and R. Mesiar and \{Haj Ismail\}, A.",

note = "Publisher Copyright: {\textcopyright} 2021 Elsevier B.V.",

year = "2022",

month = aug,

day = "5",

doi = "10.1016/j.fss.2021.09.021",

language = "English",

volume = "441",

pages = "310--320",

journal = "Fuzzy Sets and Systems",

issn = "0165-0114",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - A generalization of quasi-homogenous copulas

AU - Jwaid, T.

AU - Mesiar, R.

AU - Haj Ismail, A.

PY - 2022/8/5

Y1 - 2022/8/5

N2 - Inspired by the notion of quasi-homogenous copulas, we introduce a new class of functions with a given curved section. The convexity of curved sections plays a key role in characterizing the corresponding copulas. This class of copulas generalizes the class of quasi-homogenous copulas.

AB - Inspired by the notion of quasi-homogenous copulas, we introduce a new class of functions with a given curved section. The convexity of curved sections plays a key role in characterizing the corresponding copulas. This class of copulas generalizes the class of quasi-homogenous copulas.

KW - Copula

KW - Quasi-copula

KW - Quasi-homogenous

UR - https://www.scopus.com/pages/publications/85116840786

U2 - 10.1016/j.fss.2021.09.021

DO - 10.1016/j.fss.2021.09.021

M3 - Article

AN - SCOPUS:85116840786

SN - 0165-0114

VL - 441

SP - 310

EP - 320

JO - Fuzzy Sets and Systems

JF - Fuzzy Sets and Systems

ER -

A generalization of quasi-homogenous copulas

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this