Extreme semilinear copulas

We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e.,semi–copulas and quasi–copulas) are also presented.

Bibliographic Details
Main Authors: Durante, Fabrizio, Fernández Sánchez, Juan, Úbeda Flores, Manuel
Format: info:eu-repo/semantics/article
Language:English
Published: 2023
Subjects:
Online Access:https://www.sciencedirect.com/science/article/abs/pii/S0165011420304760
http://hdl.handle.net/10835/14922
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author Durante, Fabrizio
Fernández Sánchez, Juan
Úbeda Flores, Manuel
author_facet Durante, Fabrizio
Fernández Sánchez, Juan
Úbeda Flores, Manuel
author_sort Durante, Fabrizio
collection DSpace
description We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e.,semi–copulas and quasi–copulas) are also presented.
format info:eu-repo/semantics/article
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institution Universidad de Cuenca
language English
publishDate 2023
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spelling oai:repositorio.ual.es:10835-149222023-12-22T11:48:28Z Extreme semilinear copulas Durante, Fabrizio Fernández Sánchez, Juan Úbeda Flores, Manuel Diagonal function Extreme point Semilinear copula Shock model We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e.,semi–copulas and quasi–copulas) are also presented. 2023-12-22T11:48:27Z 2023-12-22T11:48:27Z 2022 info:eu-repo/semantics/article 0165-0114 https://www.sciencedirect.com/science/article/abs/pii/S0165011420304760 http://hdl.handle.net/10835/14922 10.1016/j.fss.2020.12.009 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess
spellingShingle Diagonal function
Extreme point
Semilinear copula
Shock model
Durante, Fabrizio
Fernández Sánchez, Juan
Úbeda Flores, Manuel
Extreme semilinear copulas
title Extreme semilinear copulas
title_full Extreme semilinear copulas
title_fullStr Extreme semilinear copulas
title_full_unstemmed Extreme semilinear copulas
title_short Extreme semilinear copulas
title_sort extreme semilinear copulas
topic Diagonal function
Extreme point
Semilinear copula
Shock model
url https://www.sciencedirect.com/science/article/abs/pii/S0165011420304760
http://hdl.handle.net/10835/14922
work_keys_str_mv AT durantefabrizio extremesemilinearcopulas
AT fernandezsanchezjuan extremesemilinearcopulas
AT ubedafloresmanuel extremesemilinearcopulas