Lipschitz continuity of copulas w.r.t. L_p-norms

DOI10.1016/J.NA.2010.01.009MaRDI QIDQ960897zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

copulastabilityArchimedean copulaLipschitz continuityaggregation functionextreme value copula

Mathematics Subject Classification ID

Continuity and differentiation questions (26B05) Integration of real functions of several variables: length, area, volume (26B15)

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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?)
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• Aggregation operators. New trends and applications
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• 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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