Solution to an open problem about a transformation on the space of copulas-Reference-Cited by-同舟云学术

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Solution to an open problem about a transformation on the space of copulas

Published:2014-01-10 Issue:1 Volume:2 Page:
ISSN:2300-2298
Container-title:Dependence Modeling
language:
Short-container-title:

Author:

Durante Fabrizio,Fernández-Sánchez Juan,Trutschnig Wolfgang

Abstract

AbstractWe solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.2478/demo-2014-0005/pdf

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1. On the Ratio-Type Family of Copulas;Mathematics;2024-06-03

2. A Collection of Two-Dimensional Copulas Based on an Original Parametric Ratio Scheme;Symmetry;2023-04-25

3. A class of bivariate independence copula transformations;Fuzzy Sets and Systems;2022-01

4. Quadratic transformation of multivariate aggregation functions;Dependence Modeling;2020-01-01

5. A class of bivariate copula mappings;Fuzzy Sets and Systems;2019-01

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