A metric space of subcopulas — An approach via Hausdorff distance
© 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and pr...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060721350&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63629 |
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| Institution: | Chiang Mai University |
| Summary: | © 2019 In this work, we define a distance function on the set of bivariate subcopulas to generate a compact metric space. Moreover, the copula space equipped with the uniform distance is essentially a metric subspace of this subcopula space. We also characterize the convergence in this space, and provide the interrelationship with the convergence of the distribution functions. |
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