Multivariate upper semilinear copulas
In the problem setting of constructing an n-copula given its diagonal section and all of its (n−1)-dimensional marginals, we introduce a new class of symmetric n-copulas, which generalizes the well-known class of bivariate upper semilinear copulas. These new upper semilinear n-copulas are constructe...
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| Veröffentlicht in: | Information sciences 2016-09, Vol.360, p.289-300 |
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| creator | Arias-García, J.J. De Meyer, H. De Baets, B. |
| description | In the problem setting of constructing an n-copula given its diagonal section and all of its (n−1)-dimensional marginals, we introduce a new class of symmetric n-copulas, which generalizes the well-known class of bivariate upper semilinear copulas. These new upper semilinear n-copulas are constructed by linear interpolation on segments connecting the main diagonal of the unit hypercube [0, 1]n to one of its upper faces. We focus on the case where the (n−1)-dimensional marginals are upper semilinear (n−1)-copulas themselves, in which case the n-copula is actually constructed given its diagonal section and the diagonal sections of its k-marginals (k∈{2,3,…,n−1}). We provide necessary and sufficient conditions on these diagonal sections that guarantee that the upper semilinear construction method yields an n-copula. Several examples are provided. |
| doi_str_mv | 10.1016/j.ins.2016.04.028 |
| format | Article |
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Several examples are provided.</description><subject>Construction</subject><subject>Copula</subject><subject>Diagonal function</subject><subject>Diagonal section</subject><subject>Hypercubes</subject><subject>Interpolation</subject><subject>Joining</subject><subject>n-copula</subject><subject>Segments</subject><subject>Semilinear copula</subject><subject>Symmetry</subject><issn>0020-0255</issn><issn>1872-6291</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2016</creationdate><recordtype>article</recordtype><recordid>eNp9kLFOwzAQhi0EEqXwAGxdkFgS7uzYscWEKgpIRSwwW45zkVylSbCTSrw9qcrMdDf836-7j7FbhBwB1cMuD13K-bzmUOTA9RlboC55prjBc7YA4JABl_KSXaW0A4CiVGrB7t6ndgwHF4MbaTUNA8VVon1oQ0curnw_TK1L1-yicW2im7-5ZF-b58_1a7b9eHlbP20zLwSMmdOVkkYYZQxI4bRRUlQoqRCV0XVd8Fpyj3UlteMlVmUjEBvRSCWdaEg5sWT3p94h9t8TpdHuQ_LUtq6jfkoWNZfHu4Weo3iK-tinFKmxQwx7F38sgj0qsTs7K7FHJRYKOyuZmccTQ_MPh0DRJh-o81SHSH60dR_-oX8BvHhoCA</recordid><startdate>20160910</startdate><enddate>20160910</enddate><creator>Arias-García, J.J.</creator><creator>De Meyer, H.</creator><creator>De Baets, B.</creator><general>Elsevier Inc</general><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>8FD</scope><scope>JQ2</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><orcidid>https://orcid.org/0000-0003-4139-9559</orcidid><orcidid>https://orcid.org/0000-0002-3876-620X</orcidid></search><sort><creationdate>20160910</creationdate><title>Multivariate upper semilinear copulas</title><author>Arias-García, J.J. ; De Meyer, H. ; De Baets, B.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c330t-a8b65939699053a89653b15e43b98dd42d52c1db58a271b7f311f3f565a3fe6a3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2016</creationdate><topic>Construction</topic><topic>Copula</topic><topic>Diagonal function</topic><topic>Diagonal section</topic><topic>Hypercubes</topic><topic>Interpolation</topic><topic>Joining</topic><topic>n-copula</topic><topic>Segments</topic><topic>Semilinear copula</topic><topic>Symmetry</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Arias-García, J.J.</creatorcontrib><creatorcontrib>De Meyer, H.</creatorcontrib><creatorcontrib>De Baets, B.</creatorcontrib><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>Information sciences</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Arias-García, J.J.</au><au>De Meyer, H.</au><au>De Baets, B.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Multivariate upper semilinear copulas</atitle><jtitle>Information sciences</jtitle><date>2016-09-10</date><risdate>2016</risdate><volume>360</volume><spage>289</spage><epage>300</epage><pages>289-300</pages><issn>0020-0255</issn><eissn>1872-6291</eissn><abstract>In the problem setting of constructing an n-copula given its diagonal section and all of its (n−1)-dimensional marginals, we introduce a new class of symmetric n-copulas, which generalizes the well-known class of bivariate upper semilinear copulas. 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| ispartof | Information sciences, 2016-09, Vol.360, p.289-300 |
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| language | eng |
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| source | ScienceDirect Journals (5 years ago - present) |
| subjects | Construction Copula Diagonal function Diagonal section Hypercubes Interpolation Joining n-copula Segments Semilinear copula Symmetry |
| title | Multivariate upper semilinear copulas |
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