Archimax copulas and invariance under transformations

被引:31
|
作者
Klement, EP [1 ]
Mesiar, R
Pap, E
机构
[1] Johannes Kepler Univ Linz, Dept Knowledge Based Math Syst, A-4040 Linz, Austria
[2] Slovak Univ Technol Bratislava, Fac Civil Engn, Dept Math & Descript Geometry, Bratislava, Slovakia
[3] Acad Sci Czech Republic, Inst Theory Informat & Automat, Prague, Czech Republic
[4] Acad Sci Czech Republic, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic
[5] Univ Novi Sad, Dept Math & Informat, Novi Sad, Serbia Monteneg
关键词
D O I
10.1016/j.crma.2005.04.012
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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. (c) 2005 Academie des sciences. Published by Elsevier SAS. All rights reserved.
引用
收藏
页码:755 / 758
页数:4
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