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A compatible norm and a generalization of the *- product for copulas |
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| รหัสดีโอไอ | |
| Title | A compatible norm and a generalization of the *- product for copulas |
| Creator | Pongpol Ruankong |
| Contributor | Songkiat Sumetkijakan |
| Publisher | Chulalongkorn University |
| Publication Year | 2553 |
| Keyword | Copulas (Mathematical statistics), คอปูลา (คณิตศาสตร์สถิติ) |
| Abstract | There are two parts in this thesis. In the first part, we define a norm and show that it is invariant under left and right *-products with invertible copulas. We then show that, restricted to the set of copulas, this norm preserves stochastic properties. As an application of the norm, we construct a measure of dependence which is invariant under Borel measurable bijective transformation. For the second part, we look into a generalization of the *-product, especially its definition, introduced by Durante, Klement and Quesada-Molina. We also derive some of its properties. |
| URL Website | cuir.car.chula.ac.th |
