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Multivariate copulas: Transformations, symmetry, order and measures of concordance
Kybernetika, Tome 50 (2014) no. 5, pp. 725-743
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The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.
DOI : 10.14736/kyb-2014-5-0725
Classification : 20C9, 20C99, 60B15, 60E05, 62E10, 62H20
Keywords: multivariate copulas; transformations; symmetry; order; measures of concordance 
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Fuchs, Sebastian. Multivariate copulas: Transformations, symmetry, order and measures of concordance. Kybernetika, Tome 50 (2014) no. 5, pp. 725-743. doi: 10.14736/kyb-2014-5-0725

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