Transformations of copulas
Kybernetika, Tome 41 (2005) no. 4, pp. 425-434 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Transformations of copulas by means of increasing bijections on the unit interval and attractors of copulas are discussed. The invariance of copulas under such transformations as well as the relationship to maximum attractors and Archimax copulas is investigated.
Transformations of copulas by means of increasing bijections on the unit interval and attractors of copulas are discussed. The invariance of copulas under such transformations as well as the relationship to maximum attractors and Archimax copulas is investigated.
Classification : 60E05, 62E15, 62E99
Keywords: copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula
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Klement, Erich Peter; Mesiar, Radko; Pap, Endre. Transformations of copulas. Kybernetika, Tome 41 (2005) no. 4, pp. 425-434. http://geodesic.mathdoc.fr/item/KYB_2005_41_4_a0/

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