Lipschitz continuity of copulas w.r.t. \(L_p\)-norms

DOI10.1016/j.na.2010.01.009zbMath1189.26015OpenAlexW1985797572WikidataQ60257460 ScholiaQ60257460MaRDI QIDQ960897

Bernard De Baets, Radko Mesiar, H. E. De Meyer

Publication date: 29 March 2010

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2010.01.009

zbMATH Keywords

copulastabilityLipschitz continuityaggregation functionArchimedean copulaextreme value copula

Mathematics Subject Classification ID

Integration of real functions of several variables: length, area, volume (26B15) Continuity and differentiation questions (26B05)

Related Items

Time evolutions of copulas and foreign exchange markets ⋮ Unnamed Item ⋮ Lipschitzian De Morgan triplets of fuzzy connectives ⋮ Lipschitz continuity of triangular subnorms

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