Radko Mesiar, Monika Pekárová (2010)
Kybernetika
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Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Erich Peter Klement, Radko Mesiar, Endre Pap (2002)
Kybernetika
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Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig (2014)
Dependence Modeling
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We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel (2017)
Dependence Modeling
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Ali Dolati, Manuel Úbeda-Flores (2009)
Kybernetika
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In this paper, we introduce two transformations on a given copula to construct new and recover already-existent families. The method is based on the choice of pairs of order statistics of the marginal distributions. Properties of such transformations and their effects on the dependence and symmetry structure of a copula are studied.
Durante, Fabrizio, Sempi, Carlo (2005)
International Journal of Mathematics and Mathematical Sciences
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