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

Title:

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

Creator:

Fuchs, Sebstian

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:0f226af1-903e-43b9-a36e-061e4984e1a4
uuid:0f226af1-903e-43b9-a36e-061e4984e1a4

Subject:

multivariate copulas, transformations, symmetry, order, and measure of concordance

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[725]-743

Source:

Kybernetika | 2014 Volume:50 | Number:5

Harvested from:

CDK

Metadata only:

false