Name
Abstract | ||
|---|---|---|
Considering two different metrics on the space of two-dimensional copulas C we prove some Baire category results for important subclasses of copulas, including the families of exchangeable, associative, and Archimedean copulas. From the point of view of Baire categories, with respect to the uniform metric d∞, a typical copula is not symmetric and a typical symmetric copula is not associative, whereas a typical associative copula is Archimedean and a typical Archimedean copula is strict. The results in particular answer the open question posed in [1] whether the family of associative copulas is of first category in (C,d∞). |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.fss.2015.04.010 | Fuzzy Sets and Systems |
Keywords | Field | DocType |
Copula,Archimedean copula,Associativity,Exchangeability,Baire category | Discrete mathematics,Associative property,Copula (linguistics),Copula (probability theory),Baire space,Baire category theorem,Mathematics | Journal |
Volume | Issue | ISSN |
284 | C | 0165-0114 |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| J. Fernández-Sánchez | 2 | 29 | 7.01 |
| Wolfgang Trutschnig | 3 | 104 | 10.91 |