Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Siburg, Karl F. | - |
dc.contributor.author | Stoimenov, Pavel A. | - |
dc.date.accessioned | 2008-05-15T09:16:00Z | - |
dc.date.available | 2008-05-15T09:16:00Z | - |
dc.date.issued | 2008-05-15T09:16:00Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/25270 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8063 | - |
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 of copulas with respect to the *-operation introduced by Darsow et al. (1992). The unique copula of minimal norm is the null element for the *-operation, whereas the copulas of maximal norm are precisely the invertible elements. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Preprints der Fakultät für Mathematik;2008-07 | de |
dc.subject | Copula | de |
dc.subject | Scalar product | en |
dc.subject | Sobolev space | en |
dc.subject.ddc | 510 | - |
dc.title | A scalar product for copulas | en |
dc.type | Text | de |
dc.type.publicationtype | preprint | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Preprints der Fakultät für Mathematik |
Files in This Item:
File | Description | Size | Format | |
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mathematicalPreprint07.pdf | 331.08 kB | Adobe PDF | View/Open |
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