Institute of Information Theory and Automation

You are here

Bibliography

Journal Article

Transformations of copulas

Klement E.P., Mesiar Radko, Pap E.

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

: CEZ:AV0Z10750506

: GA402/04/1026, GA ČR

: copula, transformation on copulas, invariant copulas, maximum attractor, Archimax copula

(eng): 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 reletionship to maximum attractors and Archimax copulas is investigates.

(cze): Práca rozoberá transformácie kopúl pomocou rastúcich bijekcií jednotkového intervalu. Skúma sa invariantnosť kopúl vzhľadom na takéto transformácie, ako aj vztah invariantných kopúl a maximových atraktorov, resp. Archimax kopúl.

: 12A

: BA

2019-01-07 08:39