A metric space of subcopulas -- an approach via Hausdorff distance

DOI10.1016/J.FSS.2019.01.015zbMath1464.62285OpenAlexW2912811689MaRDI QIDQ2037447

Santi Tasena, Jumpol Rachasingho

Publication date: 1 July 2021

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2019.01.015

zbMATH Keywords

copulaHausdorff metricsubcopulasubcopula convergence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Spaces of measures (46E27)

Related Items (8)

A concept of copula robustness and its applications in quantitative risk management ⋮ On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables ⋮ Unnamed Item ⋮ Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula ⋮ The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube ⋮ The topological structures of the spaces of copulas and subcopulas ⋮ On metric spaces of subcopulas ⋮ Central limit theorem for subcopulas under the Manhattan distance

Cites Work

• Unnamed Item
• On a strong metric on the space of copulas and its induced dependence measure
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• Large sample behavior of the Bernstein copula estimator
• Characterization of all copulas associated with non-continuous random variables
• Some results on the convergence of (quasi-) copulas
• Some approximations of \(n\)-copulas
• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
• Strong approximation of copulas
• An introduction to copulas. Properties and applications
• Norms for copulas
• Extensions of subcopulas
• Theory of Random Sets
• A Primer on Copulas for Count Data

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