Strong approximation of copulas (Q1270687)
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English | Strong approximation of copulas |
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Strong approximation of copulas (English)
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15 September 1999
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The authors consider aspects of copulas, i.e., distribution functions with uniform marginals on \([0,1]\). Identification with a Markov operator leads to a notion of strong convergence. Various related approximation schemes are discussed.
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copula
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Markov operator
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doubly stochastic
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