On Cesáro convergence of iterates of the star product of copulas
For each copula A the iterates of the star product of A with itself are shown to be Cesáro convergent to an idempotent copula Aˆ with respect to the strong metric D1. Sufficient conditions for Aˆ=Π are given.
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Volume (Year): 83 (2013)
Issue (Month): 1 ()
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- N. Lesca, 2010. "Introduction," Post-Print halshs-00640602, HAL.
- Fredricks, Gregory A. & Nelsen, Roger B. & Rodriguez-Lallena, Jose Antonio, 2005. "Copulas with fractal supports," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 42-48, August.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
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