On étudie les copules qui sont invariantes par rapport aux transformations par les bijections croissantes de l'intervalle unité, et on examine la relation entre les attracteurs des valeurs maximales et les copules Archimax.
Copulas which are invariant under transformations by means of increasing bijections on the unit interval are investigated, and the relationship to maximum attractors and Archimax copulas is discussed.
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@article{CRMATH_2005__340_10_755_0, author = {Klement, Erich Peter and Mesiar, Radko and Pap, Endre}, title = {Archimax copulas and invariance under transformations}, journal = {Comptes Rendus. Math\'ematique}, pages = {755--758}, publisher = {Elsevier}, volume = {340}, number = {10}, year = {2005}, doi = {10.1016/j.crma.2005.04.012}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2005.04.012/} }
TY - JOUR AU - Klement, Erich Peter AU - Mesiar, Radko AU - Pap, Endre TI - Archimax copulas and invariance under transformations JO - Comptes Rendus. Mathématique PY - 2005 SP - 755 EP - 758 VL - 340 IS - 10 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2005.04.012/ DO - 10.1016/j.crma.2005.04.012 LA - en ID - CRMATH_2005__340_10_755_0 ER -
%0 Journal Article %A Klement, Erich Peter %A Mesiar, Radko %A Pap, Endre %T Archimax copulas and invariance under transformations %J Comptes Rendus. Mathématique %D 2005 %P 755-758 %V 340 %N 10 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2005.04.012/ %R 10.1016/j.crma.2005.04.012 %G en %F CRMATH_2005__340_10_755_0
Klement, Erich Peter; Mesiar, Radko; Pap, Endre. Archimax copulas and invariance under transformations. Comptes Rendus. Mathématique, Tome 340 (2005) no. 10, pp. 755-758. doi : 10.1016/j.crma.2005.04.012. http://archive.numdam.org/articles/10.1016/j.crma.2005.04.012/
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⁎ Research supported by two European actions (CEEPUS network SK-42 and COST action 274) and by grants VEGA 1/1145/04, GACR 402/04/1026, and MNTRS-1866 and by the Academy of Sciences and Arts of Vojvodina.