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Integral generators of Archimedean n-copulas
Journal of Nonparametric Statistics ( IF 1.2 ) Pub Date : 2019-06-06 , DOI: 10.1080/10485252.2019.1626382
Włodzimierz Wysocki 1
Affiliation  

ABSTRACT We introduce two algebraic structures induced by an Archimedean n-copula: a one-parameter group of transformations and a one-parameter local group of transformations. We then study the natural functional characteristics (integral generators) of these structures. We discuss differential equations joining the integral generators and the additive generators of copulas. We show that the algebraic structures can be recovered by using a certain parametric family of differential equations. Finally, we give some applications of integral generators, and we indicate potential applications of the algebraic and analytical results obtained.

中文翻译:

阿基米德 n-copulas 的积分生成器

摘要 我们介绍了由阿基米德 n-copula 引起的两个代数结构:一个单参数变换组和一个单参数局部变换组。然后我们研究这些结构的自然功能特性(集成发生器)。我们讨论了连接积分发生器和联结器的加法发生器的微分方程。我们表明代数结构可以通过使用特定的微分方程参数族来恢复。最后,我们给出了积分生成器的一些应用,并指出了所获得的代数和解析结果的潜在应用。
更新日期:2019-06-06
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