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:	Jumpol Rachasingho, Santi Tasena
Format:	Journal
Published:	2019
Subjects:	Computer Science Mathematics
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

id	th-cmuir.6653943832-63629
record_format	dspace
spelling	th-cmuir.6653943832-636292019-03-18T02:24:00Z A metric space of subcopulas — An approach via Hausdorff distance Jumpol Rachasingho Santi Tasena Computer Science Mathematics © 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. 2019-03-18T02:22:11Z 2019-03-18T02:22:11Z 2019-01-01 Journal 01650114 2-s2.0-85060721350 10.1016/j.fss.2019.01.015 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060721350&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63629
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Computer Science Mathematics
spellingShingle	Computer Science Mathematics Jumpol Rachasingho Santi Tasena A metric space of subcopulas — An approach via Hausdorff distance
description	© 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.
format	Journal
author	Jumpol Rachasingho Santi Tasena
author_facet	Jumpol Rachasingho Santi Tasena
author_sort	Jumpol Rachasingho
title	A metric space of subcopulas — An approach via Hausdorff distance
title_short	A metric space of subcopulas — An approach via Hausdorff distance
title_full	A metric space of subcopulas — An approach via Hausdorff distance
title_fullStr	A metric space of subcopulas — An approach via Hausdorff distance
title_full_unstemmed	A metric space of subcopulas — An approach via Hausdorff distance
title_sort	metric space of subcopulas — an approach via hausdorff distance
publishDate	2019
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85060721350&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/63629
_version_	1681425930902306816

A metric space of subcopulas — An approach via Hausdorff distance

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