Transformations of copulas

被引：0

作者：

Klement, EP ^{[1
]}

Mesiar, R

Pap, E

机构：

[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria

[2] Slovak Univ Technol Bratislava, Fac Civil Engn, Dept Math & Descript Geometry, Bratislava, Slovakia

[3] Univ Novi Sad, Dept Math & Informat, Novi Sad, Serbia Monteneg

来源：

KYBERNETIKA | 2005年 / 41卷 / 04期

关键词：

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

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：425 / 434

页数：10

共 18 条

[1]

ACZEL J, 1984, METHODS OPER RES, V48, P3

[2] CLASS OF BIVARIATE DISTRIBUTIONS INCLUDING BIVARIATE LOGISTIC [J].