Archimax copulas and invariance under transformations

Erich Peter Klement, Radko Mesiar, E. Pap

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

Copulas which are invariant under transformations by means of increasing bijections on the unit interval are investigated, and the relationship to maximum attractors and Archimax copulas is discussed.

Original languageEnglish
Pages (from-to)755-758
Number of pages4
JournalComptes Rendus Mathematique
Volume340
Issue number10
DOIs
Publication statusPublished - May 5 2005

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Copula
Invariance
Bijection
Attractor
Interval
Unit
Invariant
Relationships

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Archimax copulas and invariance under transformations. / Klement, Erich Peter; Mesiar, Radko; Pap, E.

In: Comptes Rendus Mathematique, Vol. 340, No. 10, 05.05.2005, p. 755-758.

Research output: Contribution to journalArticle

Klement, Erich Peter ; Mesiar, Radko ; Pap, E. / Archimax copulas and invariance under transformations. In: Comptes Rendus Mathematique. 2005 ; Vol. 340, No. 10. pp. 755-758.
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