Please use this identifier to cite or link to this item:
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.
ISSN: 16860209
Appears in Collections:CMUL: Journal Articles

Files in This Item:
There are no files associated with this item.

Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.