• DocumentCode
    782783
  • Title

    Discrete Copulas

  • Author

    Kolesarova, A. ; Mesiar, R. ; Mordelova, J. ; Sempi, C.

  • Author_Institution
    Dept. of Math., Slovak Tech. Univ., Bratislava
  • Volume
    14
  • Issue
    5
  • fYear
    2006
  • Firstpage
    698
  • Lastpage
    705
  • Abstract
    We define discrete copulas on a grid of the unit square and show that with each discrete copula there is associated, in a natural way, a bistochastic matrix. This is used in order to introduce the product of discrete copulas. Discrete copulas of order n are the smallest convex set containing the irreducible discrete copulas of order n introduced by Mayor
  • Keywords
    matrix algebra; set theory; stochastic processes; bistochastic matrix; convex set; discrete copulas; Books; Distribution functions; Mathematics; Probability distribution; Random variables; Sampling methods; Statistical distributions; Copula; discrete copula;
  • fLanguage
    English
  • Journal_Title
    Fuzzy Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1063-6706
  • Type

    jour

  • DOI
    10.1109/TFUZZ.2006.880003
  • Filename
    1707755