Extreme copulas and the comparison of ordered lists
We introduce two extreme methods to pairwisely compare ordered lists of the same length, viz. the comonotonic and the countermonotonic comparison method, and show that these methods are, respectively, related to the copula TM (the minimum operator) and the L ukasiewicz copula TL used to join margina...
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| Veröffentlicht in: | Theory and decision 2007-05, Vol.62 (3), p.195-217 |
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| creator | DE SCHUYMER, B DE MEYER, H DE BAETS, B |
| description | We introduce two extreme methods to pairwisely compare ordered lists of the same length, viz. the comonotonic and the countermonotonic comparison method, and show that these methods are, respectively, related to the copula TM (the minimum operator) and the L ukasiewicz copula TL used to join marginal cumulative distribution functions into bivariate cumulative distribution functions. Given a collection of ordered lists of the same length, we generate by means of TM and TL two probabilistic relations QM and QL and identify their type of transitivity. Finally, it is shown that any probabilistic relation with rational elements on a 3-dimensional space of alternatives which possesses one of these types of transitivity, can be generated by three ordered lists and at least one of the two extreme comparison methods. [PUBLICATION ABSTRACT] |
| doi_str_mv | 10.1007/s11238-006-9012-4 |
| format | Article |
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| subjects | Applied sciences Comparative studies Copula functions Decision making Decision theory Decision theory. Utility theory Distribution Exact sciences and technology Mathematical economics Mathematical models Numbers Operational research and scientific management Operational research. Management science Probability Random variables |
| title | Extreme copulas and the comparison of ordered lists |
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