On convergence of associative copulas and related results

Triggered by a recent article establishing the surprising result that within the class of bivariate Archimedean copulas 𝒞ar different notions of convergence - standard uniform convergence, convergence with respect to the metric D1, and so-called weak conditional convergence - coincide, in the curren...

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Bibliographic Details
Main Authors: Kasper Thimo M., Fuchs Sebastian, Trutschnig Wolfgang
Format: Article
Language:English
Published: De Gruyter 2021-10-01
Series:Dependence Modeling
Subjects:
Online Access:https://doi.org/10.1515/demo-2021-0114