On approximation of copulas

Tomasz Kulpa

International Journal of Mathematics and Mathematical Sciences, 1999, vol. 22, 1-11

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.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:530263

DOI: 10.1155/S0161171299222594

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