Transformation of copulas

Erich Klement, Radko Mesiar, Endre Pap

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)425-434
Number of pages10
JournalKybernetika
Volume41
Publication statusPublished - 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

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