On approximation of copulas

DOI10.1155/S0161171299222594MaRDI QIDQ1301918zbMATH OpenFDO

Authors Tomasz Kulpa

Publication date 6 November 2000

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48551

zbMATH Keywords

copulasdoubly stochastic measuresMarkov operators

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35) Approximation by operators (in particular, by integral operators) (41A35) Positive linear operators and order-bounded operators (47B65) Convergence of probability measures (60B10)

Review text

Summary: New sufficient conditions for strong approximation of copulas, generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations.

Cited in

(21)

• On associative copulas uniformly close
• Strong approximation of copulas
• Universal integrals based on copulas
• Construction of a class of copula using the finite difference method
• On copulas of self-similar Ito processes
• Copulas with continuous, strictly increasing singular conditional distribution functions
• On an interaction function for copulas
• On differential properties of copulas
• Risk aggregation and capital allocation using a new generalized Archimedean copula
• On the distortion of a copula and its margins
• New copulas based on general partitions-of-unity and their applications to risk management
• scientific article; zbMATH DE number 3942106 (Why is no real title available?)
• Optimal bounds for integrals with respect to copulas and applications
• Dependence modeling in non-life insurance using the Bernstein copula
• Smooth nonparametric Bernstein vine copulas
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Bernstein copulas and composite Bernstein copulas
• scientific article; zbMATH DE number 5582282 (Why is no real title available?)
• Some approximations of \(n\)-copulas
• Bounds on integrals with respect to multivariate copulas
• Estimating scale-invariant directed dependence of bivariate distributions

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