Invariant copulas

Erich Klement, Radko Mesiar, Endre Pap

Research output: Contribution to journalArticlepeer-review

Abstract

Copulas which are invariant with respect to the construction of the corresponding survival copula and other related dualities are studied. A full characterization of invariant associative copulas is given.
Original languageEnglish
Pages (from-to)275-285
JournalKybernetika
Volume38
Publication statusPublished - 2002

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

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