A scalar product for copulas

DOI10.1016/j.jmaa.2008.02.045zbMath1151.46023OpenAlexW2247177458WikidataQ56767573 ScholiaQ56767573MaRDI QIDQ924107

Karl Friedrich Siburg, Pavel A. Stoimenov

Publication date: 28 May 2008

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.2008.02.045

zbMATH Keywords

copulaSobolev spacescalar product

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

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Cites Work

• An introduction to copulas.
• Copulas and Markov processes
• Strong approximation of copulas
• Norms for copulas
• Approximation theorems for Markov operators
• Doubly stochastic measures, topology, and latticework hairpins
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