Archimax copulas and invariance under transformations

被引:30
|
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
相关论文
共 50 条
  • [1] On the class of bivariate Archimax copulas under constraints
    Genest, Christian
    Jaworski, Piotr
    FUZZY SETS AND SYSTEMS, 2021, 415 : 37 - 53
  • [2] Hierarchical Archimax copulas
    Hofert, Marius
    Huser, Raphael
    Prasad, Avinash
    JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 167 : 195 - 211
  • [3] Multivariate Archimax copulas
    Charpentier, A.
    Fougeres, A. -L.
    Genest, C.
    Neslehova, J. G.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2014, 126 : 118 - 136
  • [4] INFERENCE FOR ARCHIMAX COPULAS
    Chatelain, Simon
    Fougeres, Anne-Laure
    Neslehova, Johanna G.
    ANNALS OF STATISTICS, 2020, 48 (02): : 1025 - 1051
  • [5] Inference and Sampling for Archimax Copulas
    Ng, Yuting
    Hasan, Ali
    Tarokh, Vahid
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 35, NEURIPS 2022, 2022,
  • [6] A note on bivariate Archimax copulas
    Durante, Fabrizio
    Fernandez Sanchez, Juan
    Sempi, Carlo
    DEPENDENCE MODELING, 2018, 6 (01): : 178 - 182
  • [7] A note on Archimax copulas and their representation by means of conic copulas
    Dibala, Michal
    Vavrikova, Lucia
    FUZZY SETS AND SYSTEMS, 2017, 308 : 123 - 132
  • [8] Conditioning of copulas: Transformations, invariance and measures of concordance
    Fuchs, Sebastian
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2018, 462 (01) : 521 - 541
  • [9] About the exact simulation of bivariate (reciprocal) Archimax copulas
    Mai, Jan-Frederik
    DEPENDENCE MODELING, 2022, 10 (01): : 29 - 47
  • [10] d-Dimensional dependence functions and Archimax copulas
    Mesiar, Radko
    Jagr, Vladimir
    FUZZY SETS AND SYSTEMS, 2013, 228 : 78 - 87