Characterizations of bivariate conic, extreme value, and Archimax copulas

Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in the sets of all conic, extreme value, and Archimax copulas, respectively

Pointwise construction of Lippschitz aggregation operators with specific properties

This paper describes an approach to pointwise construction of general aggregation operators, based on monotone Lipschitz approximation. The aggregation operators are constructed from a set of desired values at certain points, or from empirically collected data. It establishes tight upper and lower bounds on Lipschitz aggregation operators with a number of different properties, as well as the optimal aggregation operator, consistent with the given values. We consider conjunctive, disjunctive and idempotent n-ary aggregation operators; p-stable aggregation operators; various choices of the neutral element and annihilator; diagonal, opposite diagonal and marginal sections; bipolar and double aggregation operators. In all cases we provide either explicit formulas or deterministic numerical procedures to determine the bounds. The findings of this paper are useful for construction of aggregation operators with specified properties, especially using interpolation schemata.<br /

A new family of trivariate proper quasi-copulas

summary:In this paper, we provide a new family of trivariate proper quasi-copulas. As an application, we show that $W^{3}$ – the best-possible lower bound for the set of trivariate quasi-copulas (and copulas) – is the limit member of this family, showing how the mass of $W^3$ is distributed on the plane $x+y+z=2$ of $[0,1]^3$ in an easy manner, and providing the generalization of this result to $n$ dimensions

2-Increasing binary aggregation operators

In this work we investigate the class of binary aggregation operators (=agops) satisfying the 2-increasing property, obtaining some characterizations for agops having other special properties (e.g., quasi-arithmetic mean, Choquet-integral based, modularity) and presenting some construction methods. In particular, the notion of P-increasing function is used in order to characterize the composition of 2-increasing agops. The lattice structure (with respect to the pointwise order) of some subclasses of 2-increasing agops is presented. Finally, a method is given for constructing copulas beginning from 2- increasing and 1-Lipschitz agops

Copulas with given values on a horizontal and a vertical section

summary:In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Symmetric copulas with given horizontal section are also discussed, as well as copulas defined on a grid of the unit square. Several examples are presented