On Cesáro convergence of iterates of the star product of copulas

Wolfgang Trutschnig

Statistics & Probability Letters, 2013, vol. 83, issue 1, 357-365

Abstract: For each copula A the iterates of the star product of A with itself are shown to be Cesáro convergent to an idempotent copula Aˆ with respect to the strong metric D1. Sufficient conditions for Aˆ=Π are given.

Keywords: Copula; Idempotence; Markov kernel; Markov operator (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2012.09.025

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