By Michał Baczyński (auth.), Humberto Bustince, Javier Fernandez, Radko Mesiar, Tomasas Calvo (eds.)
This quantity collects the prolonged abstracts of forty five contributions of individuals to the 7th foreign summer season college on Aggregation Operators (AGOP 2013), held at Pamplona in July, 16-20, 2013. those contributions conceal a really extensive variety, from the merely theoretical ones to these with a extra utilized concentration. in addition, the summaries of the plenary talks and tutorials given on the related workshop are included.
Together they supply a superb review of contemporary traits in examine in aggregation services which are of curiosity to either researchers in Physics or arithmetic engaged on the theoretical foundation of aggregation services, and to engineers who require them for applications.
Read Online or Download Aggregation Functions in Theory and in Practise: Proceedings of the 7th International Summer School on Aggregation Operators at the Public University of Navarra, Pamplona, Spain, July 16-20, 2013 PDF
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Extra resources for Aggregation Functions in Theory and in Practise: Proceedings of the 7th International Summer School on Aggregation Operators at the Public University of Navarra, Pamplona, Spain, July 16-20, 2013
Marginal members of the class (Cθ )θ ≤0 are copulas C0 = W and C−∞ = lim Cθ ≤0 = Π , and marginal memθ →−∞ bers of the class (Cθ )θ ≥1 are C1 = M and C∞ = lim Cθ ≥1 = Π . These properties θ →∞ are illustrated in Fig. 2. Fig. 2 All pairs (c, d) ∈ Ω with d c = θ have the same invariant copula Cθ Besides the complete characterization of quadratic constructions of copulas and determining invariant copulas with respect to these constructions, we also show several properties of newly constructed copulas a their statistical consequences.
Nonparametr. Stat. : On the classes of copulas and quasi-copulas with a given diagonal section. Internat. J. Uncertain. : Threshold copulas and positive dependence. Statist. Probab. Lett. : An analysis of the dependence among financial markets by spatial contagion. Int. J. Intell. Syst. : A spatial contagion test for financial markets. , Hryniewicz, O. ) Synergies of Soft Computing and Statistics. AISC, vol. 190, pp. 313–320. : Multivariate hierarchical copulas with shocks. Methodol. Comput. Appl.
Statist. Data Anal. : On the return period and design in a multivariate framework. Hydrol. Earth Syst. Sci. : Extremes in Nature. An Approach Using Copulas. Water Science and Technology Library, vol. 56. : How a formula ignited market that burned some big investors. The Wall Street Journal (2005) (Published on September 12, 2005) On Quadratic Constructions of Copulas Anna Kolesárová 1 Introduction In the lecture we will present quadratic constructions of two-dimensional copulas (copulas for short).