Transformations of copulas

Erich Peter Klement, Radko Mesiar, Endre Pap

Research output: Contribution to journalArticle

33 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)425-434
Number of pages10
JournalKybernetika
Volume41
Issue number4
Publication statusPublished - Jan 1 2005

Keywords

  • Archimax copula
  • Copula
  • Invariant copulas
  • Maximum attractor
  • Transformation of copulas

ASJC Scopus subject areas

  • Software
  • Control and Systems Engineering
  • Theoretical Computer Science
  • Information Systems
  • Artificial Intelligence
  • Electrical and Electronic Engineering

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  • Cite this

    Klement, E. P., Mesiar, R., & Pap, E. (2005). Transformations of copulas. Kybernetika, 41(4), 425-434.