Erich Klement, Endre Pap, Radko Mesiar,
"Archimax copulas and invariance under transformations"
, in Comptes Rendus Mathematique, Vol. 340, Nummer 10, Seite(n) 755-758, 2005, ISSN: 1631-073X
Original Titel:
Archimax copulas and invariance under transformations
Sprache des Titels:
Englisch
Original Kurzfassung:
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.