Some results on the convergence of (quasi-) copulas

DOI10.1016/j.fss.2011.06.013zbMath1408.62101OpenAlexW2005781826MaRDI QIDQ419036

Wolfgang Trutschnig

Publication date: 18 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.fss.2011.06.013

zbMATH Keywords

copulaHausdorff metriclevel setquasi-copulaendographtopological limit

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

On the length of copula level curves ⋮ Extensions of subcopulas ⋮ A concept of copula robustness and its applications in quantitative risk management ⋮ Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems ⋮ On the approximation of copulas via shuffles of Min ⋮ Idempotent and multivariate copulas with fractal support ⋮ A hitchhiker's guide to quasi-copulas ⋮ On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation ⋮ A metric space of subcopulas -- an approach via Hausdorff distance ⋮ On convergence of associative copulas and related results

Cites Work

• An introduction to copulas.
• Semilinear copulas
• Characterization of the sendograph-convergence of fuzzy sets by means of their \(L_p\)- and levelwise convergence
• Quasi-copulas and signed measures
• Kendall distribution functions.
• Copulas with fractal supports
• Theory of Random Sets
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Some results on the convergence of (quasi-) copulas