Characterizing Schur-concave commutative copulas as the closure of associative ones

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteur principal: Úbeda-Flores, Manuel
Format: Preprint
Publié: 2026
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866913118294114304
author Úbeda-Flores, Manuel
author_facet Úbeda-Flores, Manuel
contents Let $\mathcal{C}_a$ denote the class of associative copulas, and let $\overline{\mathcal{C}}_a$ be the closure, in the uniform metric $d_\infty$, of the convex hull of $\mathcal{C}_a$ . It is known that $\mathcal{C}_a \subseteq \mathcal{C}_{SC}$, the class of Schur-concave commutative copulas. We prove the reverse inclusion, establishing $\overline{\mathcal{C}}_a = \mathcal{C}_{SC}$.
format Preprint
id arxiv_https___arxiv_org_abs_2605_02858
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Characterizing Schur-concave commutative copulas as the closure of associative ones
Úbeda-Flores, Manuel
Statistics Theory
Let $\mathcal{C}_a$ denote the class of associative copulas, and let $\overline{\mathcal{C}}_a$ be the closure, in the uniform metric $d_\infty$, of the convex hull of $\mathcal{C}_a$ . It is known that $\mathcal{C}_a \subseteq \mathcal{C}_{SC}$, the class of Schur-concave commutative copulas. We prove the reverse inclusion, establishing $\overline{\mathcal{C}}_a = \mathcal{C}_{SC}$.
title Characterizing Schur-concave commutative copulas as the closure of associative ones
topic Statistics Theory
url https://arxiv.org/abs/2605.02858