Integral transformation of a copula function

DOI10.1080/03610926.2022.2028837OpenAlexW4210282865MaRDI QIDQ6164708

Konstantinos G. Zografos, Miroslav M. Ristić, Božidar V. Popović

Publication date: 28 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2028837

zbMATH Keywords

integral transformationArchimedean copulacopula functiondependence properties

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Transform methods (e.g., integral transforms) applied to PDEs (35A22)

Cites Work

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