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.

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Bibliographic citation
Geometry of generators of triangular norms and copulas ; volume:12 ; number:1 ; year:2024 ; extent:16
Dependence modeling ; 12, Heft 1 (2024) (gesamt 16)

Creator
Houšková, Kamila
Navara, Mirko

DOI
10.1515/demo-2024-0004
URN
urn:nbn:de:101:1-2406231536149.325454728577
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 11:03 AM CEST

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Associated

  • Houšková, Kamila
  • Navara, Mirko

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