Lipschitz Continuity of Discrete Universal integrals Based on copulas
نویسندگان
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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ورودعنوان ژورنال:
- International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
دوره 18 شماره
صفحات -
تاریخ انتشار 2010