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Transformations of copulas
- 1.0025890 - ÚTIA 2006 RIV CZ eng J - Journal Article
Klement, E.P. - Mesiar, Radko - Pap, E.
Transformations of copulas.
[Transformace kopul.]
Kybernetika. Roč. 41, č. 4 (2005), s. 425-434. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GA402/04/1026
Institutional research plan: CEZ:AV0Z10750506
Keywords : copula * transformation on copulas * invariant copulas * maximum attractor * Archimax copula
Subject RIV: BA - General Mathematics
Impact factor: 0.343, year: 2005
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.
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.
Permanent Link: http://hdl.handle.net/11104/0116218File Download Size Commentary Version Access 0025890.pdf 0 1.1 MB Publisher’s postprint open-access
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