Zobrazeno 1 - 10
of 22
pro vyhledávání: '"Magda Komorníková"'
Publikováno v:
Journal of Statistical Theory and Applications (JSTA), Vol 15, Iss 2 (2016)
In this paper, we extend our investigations of a special class of perturbations of copulas introduced in [7]. Despite a surprising fact that this kind of perturbations does not change the value of tail dependence of the original copulas, their use yi
Externí odkaz:
https://doaj.org/article/c36f980e6d0f41ca8ffc5d418675e1b2
Publikováno v:
Kybernetika. :422-434
For a random vector $(X,Y)$ characterized by a copula $C_{X,Y}$ we study its perturbation $C_{X+Z,Y}$ characterizing the random vector $(X+Z,Y)$ affected by a noise $Z$ independent of both $X$ and $Y$. Several examples are added, including a new comp
Publikováno v:
Fuzzy Sets and Systems. 324:100-116
In this paper (which is a substantially extended version of a conference paper from AGOP 2015), we investigate the effects of specific class of perturbations of bivariate copulas on several measures of dependence (Spearman's rho, Blomqvist's beta, Gi
Publikováno v:
Slovak Journal of Civil Engineering, Vol 25, Iss 2, Pp 39-48 (2017)
It is widely acknowledged that in the hydrological and meteorological communities, there is a continuing need to improve the quality of quantitative rainfall and river flow forecasts. A hybrid (combined deterministic-stochastic) modelling approach is
Analysis of Dependence among Growth Rates of GDP of V4 Countries Using Four-dimensional Vine Copulas
Publikováno v:
Data Analysis and Applications 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f62ae8dbb909a4383e672b6d0b6c1de6
https://doi.org/10.1002/9781119579465.ch4
https://doi.org/10.1002/9781119579465.ch4
Publikováno v:
Fuzzy Sets and Systems. 268:127-140
New types of constructions of bivariate copulas are introduced, discussed and exemplified. Based on a given copula C, we look for its perturbation into another copula C H , possibly close to C. A special stress is put on the perturbation of the basic
Autor:
Magda Komorníková, Radko Mesiar
Publikováno v:
Fuzzy Sets and Systems. 175:48-56
Several classes of aggregation functions on bounded partially ordered sets are introduced and discussed. Considering their conjunctive and/or disjunctive attitude, some classification approaches are proposed, including several types of averaging aggr
Publikováno v:
A Practical Guide to Averaging Functions ISBN: 9783319247519
Fuzzy Sets and Their Extensions: Representation, Aggregation and Models
Fuzzy Sets and Their Extensions: Representation, Aggregation and Models
This chapter introduces aggregation functions and some of their applications, and then discusses the main properties and prototypical examples of aggregation functions. Some construction methods are discussed and strategies for choosing suitable aggr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b887a31b87f9d4efc81aba16af58663a
https://doi.org/10.1007/978-3-319-24753-3_1
https://doi.org/10.1007/978-3-319-24753-3_1
Publikováno v:
Springer Handbook of Computational Intelligence ISBN: 9783662435045
Handbook of Computational Intelligence
Handbook of Computational Intelligence
After a brief presentation of the history of aggregation, we recall the concept of aggregation functions on [ 0 , 1 ] Open image in new window and on a general interval I ⊆ [ - ∞ , ∞ ] Open image in new window. We give a list of basic examples
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35770d962d12430712ef163ecb6b49cc
https://doi.org/10.1007/978-3-662-43505-2_4
https://doi.org/10.1007/978-3-662-43505-2_4
Publikováno v:
Physics and Chemistry of the Earth, Parts A/B/C. 31:1127-1145
Mean monthly flows of the Tatry alpine mountain region in Slovakia are predominantly fed by snowmelt in the spring and convective precipitation in the summer. Therefore their regime properties exhibit clear seasonal patterns. Positive deviations from