On Approximation of Copulas
by Tomasz Kulpa of the University of Silesia
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.
Keywords: Copulas, Markov operators, doubly stochastic measures.
Published in: International Journal of Mathematics and Mathematical Science, Vol. 22, No. 2, (June 1999), pp. 259-269.