Erich Klement, Anna Kolesárová, Radko Mesiar, Andrea Stupnanová,
"Lipschitz continuity of discrete universal integrals based on copulas"
, in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, Vol. 18, Seite(n) 39-52, 2010, ISSN: 1793-6411
Original Titel:
Lipschitz continuity of discrete universal integrals based on copulas
Sprache des Titels:
Englisch
Original Kurzfassung:
The stability of discrete universal integrals based on copulas is discussed and examined, both with respect to the norms $L_1$ (Lipschitz stability) and $L_{\infty}$ (Chebyshev stability). Each of these integrals is shown to be 1-Lipschitz. Exactly the discrete universal integrals based on a copula which is stochastically increasing in its first coordinate turn out to be 1-Chebyshev. A new characterization of stochastically increasing Archimedean copulas is also given.
Sprache der Kurzfassung:
Englisch
Journal:
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
Forschungs-