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Sklar's theorem in an imprecise setting

Montes Ignacio
•
Miranda, Enrique
•
PELESSONI, RENATO
•
VICIG, PAOLO
2015
  • journal article

Periodico
FUZZY SETS AND SYSTEMS
Abstract
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes, that are pairs of ordered distribution functions. Similarly, we can consider a set of copulas instead of a single one. We study the extension of Sklar's theorem under these conditions, and link the obtained results to stochastic ordering with imprecision.
DOI
10.1016/j.fss.2014.10.007
WOS
WOS:000359728600005
Archivio
http://www.sciencedirect.com/science/article/pii/S0165011414004539
http://hdl.handle.net/11368/2845646
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84923917158
http://www.sciencedirect.com/science/article/pii/S0165011414004539
Diritti
open access
license:digital rights management non definito
license:creative commons
license uri:http://creativecommons.org/licenses/by-nc-nd/3.0/it/
FVG url
https://arts.units.it/request-item?handle=11368/2845646
Soggetti
  • Sklar's theorem, Copu...

Scopus© citazioni
34
Data di acquisizione
Jun 14, 2022
Vedi dettagli
Web of Science© citazioni
45
Data di acquisizione
Mar 16, 2024
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