Norms for copulas
Open Access
- 1 January 1995
- journal article
- research article
- Published by Hindawi Limited in International Journal of Mathematics and Mathematical Sciences
- Vol. 18 (3) , 417-436
- https://doi.org/10.1155/s0161171295000536
Abstract
We consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.Keywords
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