Abstract

AbstractIn [7] Fredricks et al. showed that certain Iterated Function Systems (IFS) can be used to construct copulas with fractal support. Since, firstly, the same construction also works with respect to the D 1-metric on the space of copulas which is much stronger than the uniform metric and, secondly, the star product of copulas is (jointly) continuous with respect to this metric the IFS approach can also be used to construct idempotent copulas with fractal support. The main result of the paper is that for each open interval I ⊆ [1,2] there exists an idempotent copula A such that the Hausdorff dimension of the support of A is contained in the interval I.KeywordsCopulaStar productIdempotenceIterated Function SystemFractal

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.