Article
MSC:
20C9,
20C99,
60B15,
60E05,
62E10,
62H20 | MR 3301857 | Zbl 06410700 | DOI: 10.14736/kyb-2014-5-0725
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Keywords:
multivariate copulas; transformations; symmetry; order; measures of concordance
multivariate copulas; transformations; symmetry; order; measures of concordance
Summary:
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.
References:
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