Lipschitz continuity of copulas w.r.t. L_p-norms
DOI10.1016/J.NA.2010.01.009zbMATH Open1189.26015OpenAlexW1985797572WikidataQ60257460 ScholiaQ60257460MaRDI QIDQ960897FDOQ960897
Authors: B. De Baets, Radko Mesiar, H. De Meyer
Publication date: 29 March 2010
Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.na.2010.01.009
Recommendations
- Lipschitz continuity of discrete universal integrals based on copulas
- Lipschitz continuity of quantile functions on spaces of random variables
- Lipschitz continuity of triangular subnorms
- On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas
- Extremal Lipschitz continuous aggregation functions with a given diagonal section
Continuity and differentiation questions (26B05) Integration of real functions of several variables: length, area, volume (26B15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Absorbent tuples of aggregation operators
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Triangular norms
- Associative functions. Triangular norms and copulas
- Bivariate extreme value theory: Models and estimation
- 1-Lipschitz aggregation operators and quasi-copulas
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Title not available (Why is that?)
- Aggregation operators. New trends and applications
- Title not available (Why is that?)
- Bivariate distributions with given extreme value attractor
- Mathematical analysis. Linear and metric structures and continuity
- On \(\tau_T\) semigroups of probability distribution functions II
- Copula and semicopula transforms
- Approximation ofk-Lipschitz t-norms by strict and nilpotentk-Lipschitz t-norms
- \(k\)-\(l_p\)-Lipschitz t-norms
- A representation of bivariate extreme value distributions via norms on \(\mathbb{R}^2\)
- Lipschitz continuity of discrete universal integrals based on copulas
- EXTREMAL k-LIPSCHITZ t-CONORMS
- On Lipschitz properties of generated aggregation functions
Cited In (10)
- 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
- Title not available (Why is that?)
- Time evolutions of copulas and foreign exchange markets
This page was built for publication: Lipschitz continuity of copulas w.r.t. \(L_p\)-norms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q960897)