Some results on the convergence of (quasi-) copulas

نویسنده

  • Wolfgang Trutschnig
چکیده

It is shown that pointwise convergence of a sequence (An)n∈N of copulas to a copula A is equivalent (1) to the convergence of the corresponding endographs, and (2) to the convergence of the corresponding upper (or lower) α-levels for all but at most countably many α in [0, 1] (all with respect to the Hausdorff metric). Examples are given that show that the countably many exceptions in (2) can not be omitted. It is furthermore shown that the main results also hold on the bigger class of quasi-copulas.

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عنوان ژورنال:
  • Fuzzy Sets and Systems

دوره 191  شماره 

صفحات  -

تاریخ انتشار 2012