Geodesic
Invariant copulas
Kybernetika, Tome 38 (2002) no. 3, pp. 275-286 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Copulas which are invariant with respect to the construction of the corresponding survival copula and other related dualities are studied. A full characterization of invariant associative copulas is given.
Copulas which are invariant with respect to the construction of the corresponding survival copula and other related dualities are studied. A full characterization of invariant associative copulas is given.
Classification : 03E72, 60E05, 62H05 
@article{KYB_2002_38_3_a4,
     author = {Klement, Erich Peter and Mesiar, Radko and Pap, Endre},
     title = {Invariant copulas},
     journal = {Kybernetika},
     pages = {275--286},
     year = {2002},
     volume = {38},
     number = {3},
     mrnumber = {1944309},
     zbl = {1264.62045},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2002_38_3_a4/}
}
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Klement, Erich Peter; Mesiar, Radko; Pap, Endre. Invariant copulas. Kybernetika, Tome 38 (2002) no. 3, pp. 275-286. http://geodesic.mathdoc.fr/item/KYB_2002_38_3_a4/