FMF, Mathematical Library, Lj. (MAKLJ)
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Shock models with dependence and asymmetric linkagesDurante, Fabrizio, 1976- ...Članek vpelje nov razred kopul in pokaže njihov pomen za uporabo. V posebnem je podana stohastična razlaga v okviru sistema odvisnih komponent, na katerega vpliva globalni udar. Glavna novost modela ... je v tem, da ima globalni udar lahko nasprotne učinke na različne komponente sistema. V bivariatnem primeru so karakterizirane kopule, ki jih generira ta mehanizem, prikazane pa so tudi njihove osnovne lastnosti. Poudarjene so tudi povezave s pollinearnimi kopulami in konično agregacijo funkcij. Za povrh je podana visokorazsežna razširitev modela.Source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 323, 2017, str. 152-168)Type of material - article, component part ; adult, seriousPublish date - 2017Language - englishCOBISS.SI-ID - 17764697
source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 323, 2017, str. 152-168)
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Durante, Fabrizio, 1976- | |
Omladič, Matjaž | 09573 |
Oražem, Lovrenc | |
Ružić Gorenjec, Nina, 1986- | 33230 |
Source: Personal bibliographies
and: SICRIS
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