Name
Abstract | ||
|---|---|---|
In the present paper we study the class of all those copulas that are invariant under a special class of transformations, called reflections. In particular, we focus on the special role played by the independence copula within this class. For this purpose, we introduce a bijective transformation which turns every copula into a reflection invariant copula and enforces a strong geometric property: The n-fold composition of this transformation to a d-dimensional copula coincides with the independence copula on the mesh {0,12n,...,2n−12n,1}d. It turns out that the independence copula is the unique fixed point of the introduced transformation. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.fss.2018.02.004 | Fuzzy Sets and Systems |
Keywords | DocType | Volume |
Copula,Reflection invariance,Symmetry,Fixed point | Journal | 354 |
ISSN | Citations | PageRank |
0165-0114 | 0 | 0.34 |
References | Authors | |
0 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Sebastian Fuchs | 2 | 6 | 3.28 |