On the approximation of copulas via shuffles of Min

We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.

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Year of publication:	2012
Authors:	Durante, Fabrizio ; Sánchez, Juan Fernández
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 10, p. 1761-1767
Publisher:	Elsevier
Subject:	Copula \| Markov operator \| Shuffle of Min

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

Persistent link: https://www.econbiz.de/10011039791