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
Link To Document :
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