Kybernetika 46 no. 6, 1069-1077, 2010

DUCS copulas

Radko Mesiar and Monika Pekárová

Abstract:

Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.

Keywords:

copula, distortion, univariate conditioning, invariantness

Classification:

93E12

paper.pdf

References:

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