Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/58826
Title: Metric space of subcopulas
Authors: Jumpol Rachasingho
Santi Tasena
Keywords: Mathematics
Issue Date: 1-Jan-2018
Abstract: © 2018 by the Mathematical Association of Thailand. All rights reserved. Sklar’s theorem states that any joint distribution function can be written as a composition of its marginal distributions and a subcopula. Structural study of the latter is therefore natural. In this work, we define a new metric on the space of subcopulas making the space of copula its subspace. This is done via suitably extended subcopulas to joint distribution functions. Relationship between this new metric and the previously defined metric on the space of subcopulas is also discussed.
URI: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85045003621&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58826
ISSN: 16860209
Appears in Collections:CMUL: Journal Articles

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