Transformations of copulas.
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Cites work
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Cited in
(40)- On a class of transformations of copulas and quasi-copulas
- On an idempotent transformation of aggregation functions and its application on absolutely continuous Archimedean copulas
- Flipping and cyclic shifting of binary aggregation functions
- On \((a,b)\)-transformations of conjunctive functions
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Stochastic distortion and its transformed copula
- Measure-invariance of copula functions as tool for testing no-arbitrage assumption
- A note on the copulas invariant with respect to (a,b)-transformation
- On structural properties of an asymmetric copula family and its statistical implication
- A note on an idempotent transformation of absolutely continuous Archimedean copulas
- Transformation of a copula using the associated co-copula
- A family of transformed copulas with a singular component
- Reflection invariant copulas
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- Distorted mix method for constructing copulas with tail dependence
- Copula and semicopula transforms
- Defects and transformations of quasi-copulas
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- Bivariate copulas: transformations, asymmetry and measures of concordance
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- New constructions of diagonal patchwork copulas
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