• Title of article

    Some results on the convergence of (quasi-) copulas

  • Author/Authors

    Trutschnig، نويسنده , , Wolfgang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    9
  • From page
    113
  • To page
    121
  • Abstract
    It is shown that pointwise convergence of a sequence ( A n ) n ∈ N of copulas to a copula A is equivalent (1) to the convergence of the corresponding endographs and (2) to the convergence of the corresponding upper (or lower) α -levels for all but at most countably many α in [0,1] (all with respect to the Hausdorff metric). Examples are given that show that the countably many exceptions in (2) cannot be omitted. It is furthermore shown that the main results also hold on the bigger class of quasi-copulas.
  • Keywords
    Copula , Quasi-copula , Hausdorff metric , Topological limit , Endograph , Level Set
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Serial Year
    2012
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Record number

    1601455