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.

MoreLess

Year of publication:	2013
Authors:	Trutschnig, Wolfgang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 357-365
Publisher:	Elsevier
Subject:	Copula \| Idempotence \| Markov kernel \| Markov operator

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040076