Norms for copulas

DOI10.1155/S0161171295000536zbMath0827.46011MaRDI QIDQ1895263

William F. Darsow, Elwood T. Olsen

Publication date: 15 August 1995

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

Full work available at URL: https://eudml.org/doc/47303

zbMATH Keywords

completenessBanach algebrasdoubly stochastic measuresdominance and equivalenceone parameter semigroups of copulas

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) One-parameter semigroups and linear evolution equations (47D06) Geometry and structure of normed linear spaces (46B20) Isomorphic theory (including renorming) of Banach spaces (46B03) Measures and integrals in product spaces (28A35)

Related Items (16)

Nonparametric estimation of the measure of functional dependence ⋮ Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles ⋮ A measure of mutual complete dependence in discrete variables through subcopula ⋮ Characterization of pre-idempotent copulas ⋮ Dependence measuring from conditional variances ⋮ Bivariate copulas, norms and non-exchangeability ⋮ Symmetry of functions and exchangeability of random variables ⋮ A scalar product for copulas ⋮ Shuffles of copulas and a new measure of dependence ⋮ On a strong metric on the space of copulas and its induced dependence measure ⋮ A measure of mutual complete dependence ⋮ A metric space of subcopulas -- an approach via Hausdorff distance ⋮ On metric spaces of subcopulas ⋮ Patched approximations and their convergence ⋮ Strong approximation of copulas

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