DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
pp_corr_20

Up

Submit Your Paper

In Rememberance: World Trade Center (WTC)

Export citation to:
- HTML
- Text (plain)
- BibTeX
- RIS
- ReDIF

On Approximation of Copulas

by Tomasz Kulpa of the University of Silesia

June 1999

Abstract: 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.

AMS Classification: 60B10, 47B65, 41A35, 28A35.

Keywords: Copulas, Markov operators, doubly stochastic measures.

Published in: International Journal of Mathematics and Mathematical Science, Vol. 22, No. 2, (June 1999), pp. 259-269.

Books Referenced in this paper:  (what is this?)

Download paper (140K PDF) 11 pages