Kybernetika 41 no. 4, 425-434, 2005

Transformations of copulas

Erich Peter Klement, Radko Mesiar and Endre Pap


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.