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Kybernetika 38(3):275-285, 2002.

Invariant Copulas.

Erich Peter Klement, Radko Mesiar and Endre Pap


Abstract:

Copulas which are invariant with respect to the construction of the corresponding survival copula and other related dualities are studied. A full characterization of invariant associative copulas is given.


AMS: 04A;


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BIB TeX

@article{kyb:2002:3:275-285,

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

title = {Invariant Copulas.},

journal = {Kybernetika},

volume = {38},

year = {2002},

number = {3},

pages = {275-285}

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

}


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