Kybernetika 50 no. 5, 725-743, 2014

Multivariate copulas: Transformations, symmetry, order and measures of concordance

Sebastian FuchsDOI: 10.14736/kyb-2014-5-0725


The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.


symmetry, transformations, measures of concordance, multivariate copulas, order


60E05, 62E10, 62H20, 20C99


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