Norms for copulas
We consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addres...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1995-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171295000536 |
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| _version_ | 1841524832882130944 |
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| author | William F. Darsow Elwood T. Olsen |
| author_facet | William F. Darsow Elwood T. Olsen |
| author_sort | William F. Darsow |
| collection | DOAJ |
| description | We consider several norms on the span of the set C of all copulas. Dominance and
equivalence relationships among the norms are discussed, and completeness issues are addressed.
The motivation for the study is discussed. Applications to the study of one parameter semigroups
of copulas are also addressed. |
| format | Article |
| id | doaj-art-e233a7bf99e546ba9912aef959958e58 |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 1995-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-e233a7bf99e546ba9912aef959958e582025-02-03T05:47:18ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251995-01-0118341743610.1155/S0161171295000536Norms for copulasWilliam F. Darsow0Elwood T. Olsen1Department of Mathematics, Illinois Institute of Technology, Chicago 60616, Illinois, USADepartment of Mathematics, Illinois Institute of Technology, Chicago 60616, Illinois, USAWe consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.http://dx.doi.org/10.1155/S0161171295000536copulasdoubly stochastic measuresBanach algebrasone parameter semigroups. |
| spellingShingle | William F. Darsow Elwood T. Olsen Norms for copulas International Journal of Mathematics and Mathematical Sciences copulas doubly stochastic measures Banach algebras one parameter semigroups. |
| title | Norms for copulas |
| title_full | Norms for copulas |
| title_fullStr | Norms for copulas |
| title_full_unstemmed | Norms for copulas |
| title_short | Norms for copulas |
| title_sort | norms for copulas |
| topic | copulas doubly stochastic measures Banach algebras one parameter semigroups. |
| url | http://dx.doi.org/10.1155/S0161171295000536 |
| work_keys_str_mv | AT williamfdarsow normsforcopulas AT elwoodtolsen normsforcopulas |