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).
Convergence results for patchwork copulas
Durante F.
;
2015-01-01
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).File in questo prodotto:
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