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Title: A metric space of subcopulas — An approach via Hausdorff distance
Authors: Jumpol Rachasingho
Santi Tasena
Keywords: Computer Science
Issue Date: 1-Jan-2019
Abstract: © 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and provide the interrelationship with the convergence of the distribution functions.
ISSN: 01650114
Appears in Collections:CMUL: Journal Articles

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