Lipschitz Continuity of Discrete Universal integrals Based on copulas

نویسندگان

  • Erich-Peter Klement
  • Anna Kolesárová
  • Radko Mesiar
  • Andrea Stupnanová
چکیده

The stability of discrete universal integrals based on copulas is discussed and examined, both with respect to the norms L1 (Lipschitz stability) and L∞ (Chebyshev stability). Each of these integrals is shown to be 1-Lipschitz. Exactly the discrete universal integrals based on a copula which is stochastically increasing in its first coordinate turn out to be 1-Chebyshev. A new characterization of stochastically increasing Archimedean copulas is also given.

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عنوان ژورنال:
  • International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

دوره 18  شماره 

صفحات  -

تاریخ انتشار 2010