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- W2895397461 abstract "Abstract We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established." @default.
- W2895397461 created "2018-10-12" @default.
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- W2895397461 date "2018-12-01" @default.
- W2895397461 modified "2023-10-17" @default.
- W2895397461 title "Transformation of a copula using the associated co-copula" @default.
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- W2895397461 doi "https://doi.org/10.1515/demo-2018-0017" @default.
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