Transformations of copulas
Erich Peter Klement; Radko Mesiar; Endre Pap
Kybernetika (2005)
- Volume: 41, Issue: 4, page [425]-434
- ISSN: 0023-5954
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topKlement, Erich Peter, Mesiar, Radko, and Pap, Endre. "Transformations of copulas." Kybernetika 41.4 (2005): [425]-434. <http://eudml.org/doc/33764>.
@article{Klement2005,
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.},
author = {Klement, Erich Peter, Mesiar, Radko, Pap, Endre},
journal = {Kybernetika},
keywords = {copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula},
language = {eng},
number = {4},
pages = {[425]-434},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Transformations of copulas},
url = {http://eudml.org/doc/33764},
volume = {41},
year = {2005},
}
TY - JOUR
AU - Klement, Erich Peter
AU - Mesiar, Radko
AU - Pap, Endre
TI - Transformations of copulas
JO - Kybernetika
PY - 2005
PB - Institute of Information Theory and Automation AS CR
VL - 41
IS - 4
SP - [425]
EP - 434
AB - 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.
LA - eng
KW - copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula
UR - http://eudml.org/doc/33764
ER -
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Citations in EuDML Documents
top- Arthur Charpentier, Dynamic dependence ordering for Archimedean copulas and distorted copulas
- Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig, Solution to an open problem about a transformation on the space of copulas
- Elena Di Bernardino, Didier Rullière, On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi, Copulas with given values on a horizontal and a vertical section
- Ali Dolati, Manuel Úbeda-Flores, Constructing copulas by means of pairs of order statistics
- Michal Dibala, Susanne Saminger-Platz, Radko Mesiar, Erich Peter Klement, Defects and transformations of quasi-copulas
- Fabrizio Durante, Pier Luigi Papini, Componentwise concave copulas and their asymmetry
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