Integral transformation of a copula function

Božidar V. Popović, Miroslav M. Ristić and Konstantinos Zografos

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 18, 6341-6354

Abstract: In this article, we study an integral transformation of the copula function. We prove that under certain conditions, the studied integral transformation is also the copula function. Some properties of the integral transformation of a copula function are studied. Also we derive bounds for Kendall’s tau and Spearman’s rho.

Date: 2023
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DOI: 10.1080/03610926.2022.2028837

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