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
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