| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6896385 | European Journal of Operational Research | 2015 | 7 Pages |
Abstract
We present a general construction that allows to extend a given subcopula to a copula in such a way that the extension is affine on some specific segments of the copula domain. This construction is hence applied to provide convergence theorems for approximating a copula in strong convergence and in D1-metric (related to the Markov kernel representation of a copula).
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Ãbeda-Flores,