Lipschitz continuity of discrete universal integrals based on copulas

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F10%3AA1100ZG9" target="_blank" >RIV/61988987:17610/10:A1100ZG9 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Lipschitz continuity of discrete universal integrals based on copulas

Original language description

The stability of discrete universal integrals based on copulas is discussed and examined, both with respect to the norms L1 (Lipschitz stability) and L? (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.

Czech name

—

Czech description

—

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

—

Project

—

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

INT J UNCERTAIN FUZZ

ISSN

0218-4885

e-ISSN

—

Volume of the periodical

18

Issue of the periodical within the volume

1

Country of publishing house

SG - SINGAPORE

Number of pages

14

Pages from-to

—

UT code for WoS article

—

EID of the result in the Scopus database

—