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Bibliography

Journal Article

Archimax copulas and invariance under transformations

Klement E.P., Mesiar Radko, Pap E.

: Comptes Rendus Mathematique, p. 755-758

: CEZ:AV0Z10750506

: GA402/04/1026, GA ČR

: copulas, Archimax copulas, maximum attractors

(eng): Copulas which are invariant under transformations by means of increasing bijections on the unit interval are investigated, and the relationship to maximum attractors and Archimax copulas is discussed.

(cze): Skúmame kopule invariantné voči transformáciám pomocou rastúcich bijekcií jednotkového intervalu, ako aj ich vzťah k maximovým atraktorom a Archimax kopulám.

: 12A

: BA

2019-01-07 08:39