Norms for copulas

DOI10.1155/S0161171295000536zbMATH Open0827.46011MaRDI QIDQ1895263FDOQ1895263

Authors 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

Banach algebrascompletenessdoubly stochastic measuresdominance and equivalenceone parameter semigroups of copulas

Mathematics Subject Classification ID

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

Recommendations

• Semicopulæ.
• A scalar product for copulas
• Associative functions. Triangular norms and copulas
• Existence of limits of analytic one-parameter semigroups of copulas
• scientific article; zbMATH DE number 3942106

Cited in

(18)

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

This page was built for publication: Norms for copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1895263)