Banca de QUALIFICAÇÃO: HELOISA FRAZÃO DA SILVA SANTIAGO

Uma banca de QUALIFICAÇÃO de DOUTORADO foi cadastrada pelo programa.
STUDENT : HELOISA FRAZÃO DA SILVA SANTIAGO
DATE: 16/09/2022
TIME: 09:00
LOCAL: remoto
TITLE:

Interval-Valued Copulas


KEY WORDS:

Interval-valued copulas, Representable interval functions, Sklar’s theorem.


PAGES: 45
BIG AREA: Ciências Exatas e da Terra
AREA: Ciência da Computação
SUBÁREA: Teoria da Computação
SPECIALTY: Computabilidade e Modelos de Computação
SUMMARY:

Copulas are functions that play an important role in probability theory. Since interval
probability takes into account the imprecision in the probability of some events, it is
likely that interval copulas have a relevant contribution to interval probability theory. This
article aims to introduce the definition and analysis of interval-valued copulas and their
properties. We pro- vide a condition for an interval-valued copula to be 1-Lipschitz and
from the interval-valued automorphisms we obtain the conjugate interval-valued copula
and some important inherited properties. We have seen that the Archimedean intervalvalued
copula, in most cases, has its behavior defined by its generative function. We also
show a condition for this generating function to generate an interval-valued copula and a
version of the Sklar’s theorem for representable interval-valued copulas.


COMMITTEE MEMBERS:
Interna - 1350250 - ANNE MAGALY DE PAULA CANUTO
Externa à Instituição - ANTONIA JOCIVANIA PINHEIRO - UFERSA
Externa à Instituição - HELIDA SALLES SANTOS - FURG
Notícia cadastrada em: 05/09/2022 19:51
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