论文信息 - Transformations of copulas

Transformations of copulas

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.

[1] G. G. Stokes. "J." , 1890, The New Yale Book of Quotations.

[2] M. Sklar. Fonctions de repartition a n dimensions et leurs marges , 1959 .

[3] J. D. T. Oliveira,et al. The Asymptotic Theory of Extreme Order Statistics , 1979 .

[4] Mir M. Ali,et al. A class of bivariate distri-butions including the bivariate logistic , 1978 .

[5] J. Aczél,et al. Characterizations of some classes of quasilinear functions with applications to triangular norms and to synthesizing judgements , 1982 .

[6] Jonathan A. Tawn,et al. Bivariate extreme value theory: Models and estimation , 1988 .

[7] George J. Klir,et al. Fuzzy sets, uncertainty and information , 1988 .

[8] C. Genest,et al. A characterization of gumbel's family of extreme value distributions , 1989 .

[9] R. Nelsen. An Introduction to Copulas , 1998 .

[10] Piotr Mikusiński,et al. A remark on associative copulas , 1999 .

[11] C. Genest,et al. Bivariate Distributions with Given Extreme Value Attractor , 2000 .

[12] Radu Theodorescu,et al. Extreme value attractors for star unimodal copulas , 2002 .

[13] Radko Mesiar,et al. Archimax copulas and invariance under transformations , 2005 .

[14] M. J. Frank,et al. Associative Functions: Triangular Norms And Copulas , 2006 .