Lipschitz continuity of copulas w.r.t. L_p-norms
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3194149 (Why is no real title available?)
- 1-Lipschitz aggregation operators and quasi-copulas
- A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
- Absorbent tuples of aggregation operators
- Aggregation operators. New trends and applications
- An introduction to copulas.
- Approximation ofk-Lipschitz t-norms by strict and nilpotentk-Lipschitz t-norms
- Associative functions. Triangular norms and copulas
- Bivariate distributions with given extreme value attractor
- Bivariate extreme value theory: Models and estimation
- Copula and semicopula transforms
- EXTREMAL k-LIPSCHITZ t-CONORMS
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Lipschitz continuity of discrete universal integrals based on copulas
- Mathematical analysis. Linear and metric structures and continuity
- On Lipschitz properties of generated aggregation functions
- On _T semigroups of probability distribution functions II
- Triangular norms
- \(k\)-\(l_p\)-Lipschitz t-norms
Cited in
(11)- On Lipschitz properties of generated aggregation functions
- Lipschitz continuity of quantile functions on spaces of random variables
- On some construction methods for 1-Lipschitz aggregation functions
- Lipschitz continuity of discrete universal integrals based on copulas
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Lipschitz continuity of triangular subnorms
- Lipschitzian De Morgan triplets of fuzzy connectives
- On a family of multivariate copulas for aggregation processes
- scientific article; zbMATH DE number 5973798 (Why is no real title available?)
- Time evolutions of copulas and foreign exchange markets
- 1-Lipschitz power stable aggregation functions
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