A0504
Title: One integral transform of the copula function
Authors: Bozidar Popovic - University of Montenegro (Montenegro) [presenting]
Abstract: An integral transformation of the copula function is studied. Under certain conditions, the integral transformation of a given copula function is also the copula function. Some properties of the integral transformation of a copula function are studied. Also, the bounds of Kendall's tau and Spearman's rho are derived.
