Archimax copulas and invariance under transformations

Erich Peter Klement; Radko Mesiar; Endre Pap

doi:10.1016/j.crma.2005.04.012

Probability Theory/Statistics

Archimax copulas and invariance under transformations

Presented by: Paul Deheuvels

Erich Peter Klement ¹; Radko Mesiar ^2,³; Endre Pap ⁴

¹ Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, A-4040 Linz, Austria
² Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, Bratislava, Slovakia
³ Institute of the Theory of Information and Automation, Czech Academy of Sciences, Prague, Czech Republic
⁴ Department of Mathematics and Informatics, University of Novi Sad, Novi Sad, Serbia and Montenegro

Comptes Rendus. Mathématique, Volume 340 (2005) no. 10, pp. 755-758.

Abstract
Résumé

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.

On étudie les copules qui sont invariantes par rapport aux transformations par les bijections croissantes de l'intervalle unité, et on examine la relation entre les attracteurs des valeurs maximales et les copules Archimax.

Received: 2005-02-16
Accepted: 2005-04-05
Published online: 2005-05-10

DOI: 10.1016/j.crma.2005.04.012

Author's affiliations:

Erich Peter Klement ¹; Radko Mesiar ^{2, 3}; Endre Pap ⁴

¹ Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, A-4040 Linz, Austria
² Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, Bratislava, Slovakia
³ Institute of the Theory of Information and Automation, Czech Academy of Sciences, Prague, Czech Republic
⁴ Department of Mathematics and Informatics, University of Novi Sad, Novi Sad, Serbia and Montenegro

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Erich Peter Klement; Radko Mesiar; Endre Pap. Archimax copulas and invariance under transformations. Comptes Rendus. Mathématique, Volume 340 (2005) no. 10, pp. 755-758. doi : 10.1016/j.crma.2005.04.012. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.04.012/

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Cited by Sources:

^⁎ Research supported by two European actions (CEEPUS network SK-42 and COST action 274) and by grants VEGA 1/1145/04, GACR 402/04/1026, and MNTRS-1866 and by the Academy of Sciences and Arts of Vojvodina.

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