Norms for copulas (Q1895263): Difference between revisions
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Latest revision as of 05:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Norms for copulas |
scientific article |
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Norms for copulas (English)
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15 August 1995
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Summary: We consider several norms on the span of the set \({\mathcal C}\) of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.
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doubly stochastic measures
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Banach algebras
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dominance and equivalence
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completeness
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one parameter semigroups of copulas
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