Archimax copulas and invariance under transformations

Erich Klement; Endre Pap; Radko Mesiar

doi:10.1016/j.crma.2005.04.012

Archimax copulas and invariance under transformations

Erich Klement, Endre Pap, Radko Mesiar

Institute for Mathematical Methods in Medicine and Data Based Modeling

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	755-758
Number of pages	4
Journal	Comptes Rendus Mathematique
Volume	340
Issue number	10
DOIs	https://doi.org/10.1016/j.crma.2005.04.012
Publication status	Published - 2005

Fields of science

101 Mathematics
101004 Biomathematics
101027 Dynamical systems
101013 Mathematical logic
101028 Mathematical modelling
101014 Numerical mathematics
101020 Technical mathematics
101024 Probability theory
102001 Artificial intelligence
102003 Image processing
102009 Computer simulation
102019 Machine learning
102023 Supercomputing
202027 Mechatronics
206001 Biomedical engineering
206003 Medical physics
102035 Data science

Access to Document

10.1016/j.crma.2005.04.012

Cite this

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