Transformations of copulas. (English) Zbl 1243.62019

Summary: 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.


62E15 Exact distribution theory in statistics
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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