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A full scale Sklar's theorem in the imprecise settingOmladič, Matjaž ; Stopar, NikV tem članku predstavimo presenetljivo splošno razširitev članka objavljenega v isti reviji: Montes in dr. (2015) [I. Montes, E. Miranda, R. Pelessoni, P. Vicig. Sklar's theorem in an imprecise ... setting, Fuzzy Sets Syst., 278 (2015), pp. 48-66]. Da bi to dosegli, razvijemo naslednja glavna orodja: (1) teorijo kvazi-porazdelitev, zasnovano na ideji, prvič predstavljeni v enem od člankov R. Nelsena s sodelavci; (2) izhajajoč iz tako imenovane (bivariatne) $p$-škatle iz že prej omenjenega članka razvijemo nekaj novih tehnik zasnovanih na pojmu, ki ga poimenujemo prilagojena (bivariatna) $p$-škatla; in (3) bistveno razširitev teorije koherentnih nenatančnih kopul, ki sta jo v prejšnjem članku razvila M. Omladič in N. Stopar, z namenom odgovoriti na vprašanje koherentnosti prilagojenih (bivariatnih) $p$-škatel. Naš vzporedni rezultat, ki je morda še pomembnejši, pa se glasi: Vsaka bivariatna porazdelitev, dobljena bodisi na običajnem ▫$\sigma$▫-aditivnem verjetnostnem prostoru bodisi na končno aditivnem prostoru, se da izraziti kot kopula v svojih marginalah, kar pomeni, da so vse njene morebitne nenavadnosti odvisne le od marginalnih porazdelitev. Ta rezultat lahko nakazuje, da bi lahko bile kopule močnejši verjetnostni pojem od same verjetnosti.Source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 393, Aug. 2020, str. 113-125)Type of material - article, component part ; adult, seriousPublish date - 2020Language - englishCOBISS.SI-ID - 18911065
Author
Omladič, Matjaž |
Stopar, Nik
Topics
kopula |
kvazi-kopula |
diskretna kopula |
nenatančna kopula |
defekt |
copula |
quasi-copula |
discrete copula |
imprecise copula |
defect
source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 393, Aug. 2020, str. 113-125)
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Database name | Field | Year |
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Omladič, Matjaž | 09573 |
Stopar, Nik | 32023 |
Source: Personal bibliographies
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