Transformations of copulas

Erich Peter Klement, Radko Mesiar, E. 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 - 2005

Fingerprint

Copula
Invariance
Attractor
Bijection
Interval
Unit

Keywords

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

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Human-Computer Interaction

Cite this

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

Transformations of copulas. / Klement, Erich Peter; Mesiar, Radko; Pap, E.

In: Kybernetika, Vol. 41, No. 4, 2005, p. 425-434.

Research output: Contribution to journalArticle

Klement, EP, Mesiar, R & Pap, E 2005, 'Transformations of copulas', Kybernetika, vol. 41, no. 4, pp. 425-434.
Klement EP, Mesiar R, Pap E. Transformations of copulas. Kybernetika. 2005;41(4):425-434.
Klement, Erich Peter ; Mesiar, Radko ; Pap, E. / Transformations of copulas. In: Kybernetika. 2005 ; Vol. 41, No. 4. pp. 425-434.
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