Regular Article
Strong Approximation of Copulas

https://doi.org/10.1006/jmaa.1998.6056Get rights and content
Under an Elsevier user license
open archive

Abstract

We introduce strong convergence with regard to approximation of copulas. This new type of convergence is useful in dealing with the ∗ -product of Darsow, Nguyen, and Olsen for copulas. We also provide tools for constructing strong approximations of copulas by using partitions of unity.

Cited by (0)

Submitted by N. H. Bingham

*

E-mail:[email protected].