Transformations of copulas
Kybernetika, Tome 41 (2005) no. 4, p. [425]
Voir la notice de l'article provenant de la source Czech Digital Mathematics Library
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
Keywords: copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula
@article{KYB_2005__41_4_a0,
author = {Klement, Erich Peter and Mesiar, Radko and Pap, Endre},
title = {Transformations of copulas},
journal = {Kybernetika},
pages = {[425]},
publisher = {mathdoc},
volume = {41},
number = {4},
year = {2005},
mrnumber = {2180355},
zbl = {1243.62019},
language = {en},
url = {http://geodesic.mathdoc.fr/item/KYB_2005__41_4_a0/}
}
Klement, Erich Peter; Mesiar, Radko; Pap, Endre. Transformations of copulas. Kybernetika, Tome 41 (2005) no. 4, p. [425]. http://geodesic.mathdoc.fr/item/KYB_2005__41_4_a0/