Title
Lipschitz Continuity Of Discrete Universal Integrals Based On Copulas
Abstract
The stability of discrete universal integrals based on copulas is discussed and examined, both with respect to the norms L-1 (Lipschitz stability) and L-infinity (Chebyshev stability). Each of these integrals is shown to be 1-Lipschitz. Exactly the discrete universal integrals based on a copula which is stochastically increasing in its first coordinate turn out to be 1-Chebyshev. A new characterization of stochastically increasing Archimedean copulas is also given.
Year
DOI
Venue
2010
10.1142/S0218488510006374
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
Keywords
Field
DocType
Universal integral, Choquet integral, Sugeno integral, copula, Lipschitz property, Chebyshev norm
Discrete mathematics,Sugeno integral,Copula (linguistics),Lipschitz domain,Lipschitz continuity,Chebyshev filter,Choquet integral,Mathematics
Journal
Volume
Issue
ISSN
18
1
0218-4885
Citations 
PageRank 
References 
6
0.87
3
Authors
4
Name
Order
Citations
PageRank
Erich Peter Klement1989128.89
Anna Kolesárová251757.82
Radko Mesiar33778472.41
Andrea StupňAnová411517.40