The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube (Q6571158)
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scientific article; zbMATH DE number 7880011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube |
scientific article; zbMATH DE number 7880011 |
Statements
The topological space of Schur-concave copulas is homeomorphic to the Hilbert cube (English)
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11 July 2024
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Schur-concave ccopulas were introduced in [\textit{F. Durante} and \textit{C. Sempi}, Int. Math. J. 3, No. 9, 893--905 (2003; Zbl 1231.60014)], see the book [\textit{A. W. Marshall} and \textit{I. Olkin}, Inequalities: theory of majorization and its applications. New York etc.: Academic Press (1979; Zbl 0437.26007)] for the definition of Schur-concavity. It is known that the subset \(C_{SC}\) of Schur-concave copulas is compact in the topology of uniform convergence. The main result of this paper is that \(C_{SC}\) is homeomorphic to the Hilbert cube, and, as a consequence, has the fixed point property. The methods used in the proof are from infinite-dimensional topology.
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Schur-concave copulas
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symmetric copulas
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copulas
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uniform metric
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Hilbert cube
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