On approximation of copulas
New sufficient conditions for strong approximation of copulas, generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations.
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1999-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171299222594 |
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| Summary: | New sufficient conditions for strong approximation of copulas,
generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations. |
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| ISSN: | 0161-1712 1687-0425 |