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Klement, Erich Peter; Mesiar, Radko; Pap, Endre

Invariant copulas. (English) Zbl 1264.62045

Kybernetika 38, No. 3, 275-285 (2002).

Summary: 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.

Cited in 24 Documents

MSC:

62H05

Characterization and structure theory for multivariate probability distributions; copulas

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