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Kybernetika 41(4):425-434, 2005.

Transformations of Copulas

Erich Peter Klement, Radko Mesiar and Endre Pap


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.


Keywords: copula; transformation of copulas; invariant copulas; maximum attractor; Archimax copula;


AMS: 62E15; 62E99;


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BIB TeX

@article{kyb:2005:4:425-434,

author = {Klement, Erich Peter and Mesiar, Radko and Pap, Endre},

title = {Transformations of Copulas},

journal = {Kybernetika},

volume = {41},

year = {2005},

number = {4},

pages = {425-434}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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