IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v45y2016i9p2654-2664.html
   My bibliography  Save this article

Patched approximations and their convergence

Author

Listed:
  • Nattakarn Chaidee
  • Tippawan Santiwipanont
  • Songkiat Sumetkijakan

Abstract

Patched approximations of copulas unify ordinal sums, shuffles of Min, checkerboard, and checkmin approximations. We give a characterization of patched approximations and an error bound of the approximations in Sobolev norm. Patched approximations with uniform marginal conditional distributions are shown to arise naturally. We prove that these uniform patched approximations converge uniformly and in the Sobolev norm. The latter convergence is settled by showing the convergence almost everywhere of the first partial derivatives. We also show that the independence copula can be approximated by conditional mutual complete copulas in the Sobolev norm.

Suggested Citation

  • Nattakarn Chaidee & Tippawan Santiwipanont & Songkiat Sumetkijakan, 2016. "Patched approximations and their convergence," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(9), pages 2654-2664, May.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:9:p:2654-2664
    DOI: 10.1080/03610926.2014.887112
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2014.887112
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2014.887112?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chamnan Wongtawan & Sumetkijakan Songkiat, 2023. "Characterization of pre-idempotent Copulas," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-12, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:45:y:2016:i:9:p:2654-2664. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.