论文信息 - Strong Approximation of Copulas

Strong Approximation of Copulas

Abstract We introduce strong convergence with regard to approximation of copulas. This new type of convergence is useful in dealing with the ∗ -product of Darsow, Nguyen, and Olsen for copulas. We also provide tools for constructing strong approximations of copulas by using partitions of unity.

[1] James R. Brown. Approximation theorems for Markov operators. , 1966 .

[2] P. Butzer. On Two-Dimensional Bernstein Polynomials , 1953, Canadian Journal of Mathematics.

[3] Tomasz Kulpa,et al. On approximation of copulas , 1999 .

[4] Copulas and Markov operators , 1996 .

[5] Piotr Mikusiński,et al. Shuffles of Min. , 1992 .

[6] R. A. Vitale. On stochastic dependence and a class of degenerate distributions , 1990 .

[7] Elwood T. Olsen,et al. Norms for copulas , 1995 .

[8] Richard S. Bird,et al. An introduction to the theory of lists , 1987 .

[9] E. T. Olsen,et al. Copulas and Markov processes , 1992 .

[10] M. Sklar. Fonctions de repartition a n dimensions et leurs marges , 1959 .

[11] Charles K. Chui,et al. An Introduction to Wavelets , 1992 .