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Transformations of copulas
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SYSNO ASEP 0025890 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Ostatní články Title Transformations of copulas Title Transformace kopul Author(s) Klement, E.P. (AT)
Mesiar, Radko (UTIA-B) RID, ORCID
Pap, E. (CS)Source Title Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 41, č. 4 (2005), s. 425-434Number of pages 10 s. Language eng - English Country CZ - Czech Republic Keywords copula ; transformation on copulas ; invariant copulas ; maximum attractor ; Archimax copula Subject RIV BA - General Mathematics R&D Projects GA402/04/1026 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2006
Number of the records: 1