SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS

作者：Zhang Kongsheng^*; Lin Jinguan; Huang Chao

来源：International Journal of Uncertainty Fuzziness and Knowledge-Based Systems, 2013, 21(2): 277-288.

DOI：10.1142/S0218488513500153

• Copula
• 2-increasing property
• weighted geometric mean
• Archimedean copula

Cuadras (Constructing copula functions with weighted geometric means, Journal of Statistical Planning and Inference 139 (2009) 3766-3772) showed that geometric mean of the Cuadras-Auge copula and the Gumbel-Barnett copula is a copula by means of generalized function. In this paper, we adopt the method proposed by Durante et al. (2-Increasing binary aggregation operators, Information Sciences 177 (2007) 111-129) to investigate weighted geometric mean of the Cuadras-Auge copula and the Gumbel-Barnett copula, as well as weighted geometric mean of the Gumbel-Barnett copula and the New copula. We also consider weighted geometric mean of Archimedean copulas.

• 出版日期2013-4
• 单位东南大学