On a strong metric on the space of copulas and its induced dependence measure

DOI10.1016/j.jmaa.2011.06.013zbMath1252.46019OpenAlexW2057786874MaRDI QIDQ85345

Wolfgang Trutschnig, Wolfgang Trutschnig

Publication date: December 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

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

zbMATH Keywords

copula independence iterated function system Markov operator doubly stochastic measure

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Spaces of measures (46E27) Markov processes (60J99)

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