| Title:
|
Transformations of copulas (English) |
| Author:
|
Klement, Erich Peter |
| Author:
|
Mesiar, Radko |
| Author:
|
Pap, Endre |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
41 |
| Issue:
|
4 |
| Year:
|
2005 |
| Pages:
|
[425]-434 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
copula |
| Keyword:
|
transformation of copulas |
| Keyword:
|
invariant copulas |
| Keyword:
|
maximum attractor |
| Keyword:
|
Archimax copula |
| MSC:
|
60E05 |
| MSC:
|
62E15 |
| MSC:
|
62E99 |
| idZBL:
|
Zbl 1243.62019 |
| idMR:
|
MR2180355 |
| . |
| Date available:
|
2009-09-24T20:10:10Z |
| Last updated:
|
2015-03-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135667 |
| . |
| Reference:
|
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