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International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 66 | Issue 11 | Year 2020 | Article Id. IJMTT-V66I11P509 | DOI : https://doi.org/10.14445/22315373/IJMTT-V66I11P509

COPULAS AND PRESERVER PROBLEMS


L. KARBIL, A. SANI, I. DAOUDI
Abstract

R. Nelson proved that fo a given copula C and two increasing functions Ø and V, the mapping(u,v)->C(Ø(u),V(v)) remains a copula. Here the coverse is discussed and partially proved. In other words, we prove that copula property is preserved uniquely under increasing transformations.

Keywords
Copulas
References

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Citation :

L. KARBIL, A. SANI, I. DAOUDI, "COPULAS AND PRESERVER PROBLEMS," International Journal of Mathematics Trends and Technology (IJMTT), vol. 66, no. 11, pp. 105-116, 2020. Crossref, https://doi.org/10.14445/22315373/IJMTT-V66I11P509

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