Strong approximation of copulas

    Authors

    X. Li; P. Mikusinski;M. D. Taylor

    Comments

    Authors: contact us about adding a copy of your work at STARS@ucf.edu

    Abbreviated Journal Title

    J. Math. Anal. Appl.

    Keywords

    Mathematics, Applied; Mathematics

    Abstract

    We introduce strong convergence with regard to approximation of copulas. This new type of convergence is useful in dealing with the *-product of Darsow, Nguyen, and Olsen for copulas. We also provide tools for constructing strong approximations of copulas by using partitions of unity. (C) 1998 Academic Press.

    Journal Title

    Journal of Mathematical Analysis and Applications

    Volume

    225

    Issue/Number

    2

    Publication Date

    1-1-1998

    Document Type

    Article

    Language

    English

    First Page

    608

    Last Page

    623

    WOS Identifier

    WOS:000075893900014

    ISSN

    0022-247X

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