Spatially homogeneous copulas

Durante, F; Sanchez, JF; Trutschnig, W

Durante, F (corresponding author), Univ Salento, Dipartimento Sci Econ, Campus Ecotekne Palazzina C,Via Monteroni 165, I-73100 Lecce, Italy.

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2020; 72 (2): 607

Abstract

We consider spatially homogeneous copulas, i.e. copulas whose corresponding measure is invariant under a special transformations of [0,1]2, and we stu......

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