Norms for copulas

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 addres...

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Bibliographic Details
Main Authors: William F. Darsow, Elwood T. Olsen
Format: Article
Language:English
Published: Wiley 1995-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171295000536
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