Geometry of generators of triangular norms and copulas

Autor: Houšková Kamila, Navara Mirko
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Dependence Modeling, Vol 12, Iss 1, Pp 207-211 (2024)
Druh dokumentu: article
ISSN: 2300-2298
DOI: 10.1515/demo-2024-0004
Popis: 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.
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