Geometry of generators of triangular norms and copulas
Abstract: We study the relations between the shapes of strict triangular norms and their generators. The generators are not unique; to avoid this ambiguity, we introduce the class of balanced generators. We find conditions for their existence and a procedure of their computation. We formulate their influence on local properties of the corresponding triangular norms, in particular at the extremes of their domain. Many strict triangular norms are also copulas; thus, our results can also be applied to bivariate extreme value distributions described by some families of copulas.
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Geometry of generators of triangular norms and copulas ; volume:12 ; number:1 ; year:2024 ; extent:16
Dependence modeling ; 12, Heft 1 (2024) (gesamt 16)
- Urheber
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Houšková, Kamila
Navara, Mirko
- DOI
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10.1515/demo-2024-0004
- URN
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urn:nbn:de:101:1-2406231536149.325454728577
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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14.08.2025, 11:03 MESZ
Datenpartner
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Beteiligte
- Houšková, Kamila
- Navara, Mirko