Banca de DEFESA: HELOISA FRAZÃO DA SILVA SANTIAGO

Uma banca de DEFESA de DOUTORADO foi cadastrada pelo programa.
STUDENT : HELOISA FRAZÃO DA SILVA SANTIAGO
DATE: 12/03/2024
TIME: 09:00
LOCAL: Remoto
TITLE:

Interval-Valued Copulas

KEY WORDS:

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

PAGES: 90
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:
Presidente - 1350250 - ANNE MAGALY DE PAULA CANUTO
Interno - 1345816 - REGIVAN HUGO NUNES SANTIAGO
Externa à Instituição - ANTONIA JOCIVANIA PINHEIRO - UFERSA
Externa à Instituição - GRAÇALIZ PEREIRA DIMURO
Externa à Instituição - HELIDA SALLES SANTOS - FURG