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Norms for copulas

DOI: 10.1155/s0161171295000536

Keywords: copulas , doubly stochastic measures , Banach algebras , one parameter semigroups.

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Abstract:

We consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.

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