A scalar product for copulas

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.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.identifier.uri	http://hdl.handle.net/2003/24794
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15316
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
eldorado.dnb.deposit	true

Dateien

Gerade angezeigt 1 - 1 von 1

Gerade angezeigt 1 - 1 von 1