Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Siburg, Karl Friedrich | - |
dc.contributor.author | Stoimenov, Pavel A. | - |
dc.date.accessioned | 2007-10-25T11:55:28Z | - |
dc.date.available | 2007-10-25T11:55:28Z | - |
dc.date.issued | 2007-10-25T11:55:28Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/24794 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15316 | - |
dc.description.abstract | We introduce a scalar product for n-dimensional copulas, based on the Sobolev scalar product for W 1,2 -functions. The corresponding norm has quite remarkable properties and provides a new geometric framework for copulas. We show that, in the bivariate case, it measures invertibility properties with respect to the ∗-product for copulas defined by Darsow et al. The unique copula of minimal norm is the null element for the ∗-multiplication, whereas the copulas of maximal norm are precisely the invertible elements. | en |
dc.language.iso | en | de |
dc.subject | Copula | en |
dc.subject | Scalar product | en |
dc.subject | Sobolev space | en |
dc.subject.ddc | 004 | - |
dc.title | A scalar product for copulas | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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TR_32-siburg.pdf | DNB | 205.9 kB | Adobe PDF | View/Open |
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