Fuzzy Sets and Systems ( IF 3.9 ) Pub Date : 2021-01-04 , DOI: 10.1016/j.fss.2020.12.022 Martynas Manstavičius , Gediminas Bagdonas
This paper deals with the problem of characterizing all functions such that , is a bivariate copula. We provide a complete characterization for the two cases: (i) when is, in addition, totally positive of order 2 (TP2) and (ii) when f is twice continuously differentiable. In general, the function f need only be twice differentiable Lebesgue almost everywhere as shown by investigating necessary conditions for to be a copula. The paper also contains numerous examples illustrating obtained results and connections to known facts from the literature. Moreover, several properties of such copulas are described.
中文翻译:
一类二元独立copula变换
本文处理表征所有函数的问题 以至于 , 是一个二元 copula。我们为两种情况提供了完整的表征:(i)当此外,当f是两次连续可微时,是2阶 (TP 2 ) 和 (ii) 的完全正数。一般而言,函数f几乎处处都是可微的 Lebesgue 的两倍,如研究必要条件所示成为一个copula。该论文还包含许多示例,说明获得的结果以及与文献中已知事实的联系。此外,还描述了这种 copula 的几个特性。