{"title":"扭曲的协方差","authors":"Roberto Ghiselli Ricci","doi":"10.1016/j.fss.2024.108947","DOIUrl":null,"url":null,"abstract":"<div><p>In this paper, we deal with the problem of preserving the copula property by means of a transformation called distortion where automorphisms of the real unit interval are involved. A new methodological approach is followed by resorting to a special branch of group theory. The crucial role of absolute continuity of one-dimensional sections of a distorted copula is illustrated. Some necessary and sufficient conditions concerning the automorphisms which preserve the copula property for a large class of bivariate copulas are proved. Several examples are presented.</p></div>","PeriodicalId":55130,"journal":{"name":"Fuzzy Sets and Systems","volume":null,"pages":null},"PeriodicalIF":3.2000,"publicationDate":"2024-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0165011424000939/pdfft?md5=6bc1529f77457f08dd6ac261452a5f79&pid=1-s2.0-S0165011424000939-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Distorted copulas\",\"authors\":\"Roberto Ghiselli Ricci\",\"doi\":\"10.1016/j.fss.2024.108947\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this paper, we deal with the problem of preserving the copula property by means of a transformation called distortion where automorphisms of the real unit interval are involved. A new methodological approach is followed by resorting to a special branch of group theory. The crucial role of absolute continuity of one-dimensional sections of a distorted copula is illustrated. Some necessary and sufficient conditions concerning the automorphisms which preserve the copula property for a large class of bivariate copulas are proved. Several examples are presented.</p></div>\",\"PeriodicalId\":55130,\"journal\":{\"name\":\"Fuzzy Sets and Systems\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":3.2000,\"publicationDate\":\"2024-03-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0165011424000939/pdfft?md5=6bc1529f77457f08dd6ac261452a5f79&pid=1-s2.0-S0165011424000939-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Fuzzy Sets and Systems\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0165011424000939\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"COMPUTER SCIENCE, THEORY & METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fuzzy Sets and Systems","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0165011424000939","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"COMPUTER SCIENCE, THEORY & METHODS","Score":null,"Total":0}
In this paper, we deal with the problem of preserving the copula property by means of a transformation called distortion where automorphisms of the real unit interval are involved. A new methodological approach is followed by resorting to a special branch of group theory. The crucial role of absolute continuity of one-dimensional sections of a distorted copula is illustrated. Some necessary and sufficient conditions concerning the automorphisms which preserve the copula property for a large class of bivariate copulas are proved. Several examples are presented.
期刊介绍：
Since its launching in 1978, the journal Fuzzy Sets and Systems has been devoted to the international advancement of the theory and application of fuzzy sets and systems. The theory of fuzzy sets now encompasses a well organized corpus of basic notions including (and not restricted to) aggregation operations, a generalized theory of relations, specific measures of information content, a calculus of fuzzy numbers. Fuzzy sets are also the cornerstone of a non-additive uncertainty theory, namely possibility theory, and of a versatile tool for both linguistic and numerical modeling: fuzzy rule-based systems. Numerous works now combine fuzzy concepts with other scientific disciplines as well as modern technologies.
In mathematics fuzzy sets have triggered new research topics in connection with category theory, topology, algebra, analysis. Fuzzy sets are also part of a recent trend in the study of generalized measures and integrals, and are combined with statistical methods. Furthermore, fuzzy sets have strong logical underpinnings in the tradition of many-valued logics.
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