On Approximation of Copulas

by Tomasz Kulpa of the University of Silesia

June 1999

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.

AMS Classification: 60B10, 47B65, 41A35, 28A35.

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.

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