A0185
Title: An integral transform of the copula function
Authors: Bozidar Popovic - University of Montenegro (Montenegro) [presenting]
Abstract: An integral transformation of the copula function is studied. It is proved that the studied integral transformation is also the copula function under certain conditions. Some properties of the integral transformation of a copula function are studied. Also, bounds for Kendall's tau and Spearman's rho are derived.