Metric space of subcopulas
© 2018 by the Mathematical Association of Thailand. All rights reserved. Sklar’s theorem states that any joint distribution function can be written as a composition of its marginal distributions and a subcopula. Structural study of the latter is therefore natural. In this work, we define a new metri...
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th-cmuir.6653943832-588262018-09-05T04:33:11Z Metric space of subcopulas Jumpol Rachasingho Santi Tasena Mathematics © 2018 by the Mathematical Association of Thailand. All rights reserved. Sklar’s theorem states that any joint distribution function can be written as a composition of its marginal distributions and a subcopula. Structural study of the latter is therefore natural. In this work, we define a new metric on the space of subcopulas making the space of copula its subspace. This is done via suitably extended subcopulas to joint distribution functions. Relationship between this new metric and the previously defined metric on the space of subcopulas is also discussed. 2018-09-05T04:33:11Z 2018-09-05T04:33:11Z 2018-01-01 Journal 16860209 2-s2.0-85045003621 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85045003621&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58826 |
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Mathematics |
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Mathematics Jumpol Rachasingho Santi Tasena Metric space of subcopulas |
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© 2018 by the Mathematical Association of Thailand. All rights reserved. Sklar’s theorem states that any joint distribution function can be written as a composition of its marginal distributions and a subcopula. Structural study of the latter is therefore natural. In this work, we define a new metric on the space of subcopulas making the space of copula its subspace. This is done via suitably extended subcopulas to joint distribution functions. Relationship between this new metric and the previously defined metric on the space of subcopulas is also discussed. |
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Journal |
| author |
Jumpol Rachasingho Santi Tasena |
| author_facet |
Jumpol Rachasingho Santi Tasena |
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Jumpol Rachasingho |
| title |
Metric space of subcopulas |
| title_short |
Metric space of subcopulas |
| title_full |
Metric space of subcopulas |
| title_fullStr |
Metric space of subcopulas |
| title_full_unstemmed |
Metric space of subcopulas |
| title_sort |
metric space of subcopulas |
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2018 |
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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85045003621&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58826 |
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