Name
Abstract | ||
|---|---|---|
This paper answers the problem of copulas invariant with respect to (a,b)-transformations recently proposed by Horanská and Kolesárová (2017) [8]. Using tools from ergodic theory and iterated function systems we prove that the conjecture formulated therein is not true in general and for every (a,b)∈]0,1[2 we construct a one-parametric class of nontrivial copulas invariant with respect to (a,b)-transformation. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.fss.2018.10.020 | Fuzzy Sets and Systems |
Keywords | DocType | Volume |
Copula,Measure-preserving transformation,Iterated function system | Journal | 378 |
ISSN | Citations | PageRank |
0165-0114 | 0 | 0.34 |
References | Authors | |
1 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Lubomíra Horanská | 1 | 6 | 2.76 |
| Peter Sarkoci | 2 | 113 | 12.64 |