International Journal of Mathematics and Mathematical Sciences
Volume 18 (1995), Issue 3, Pages 417-436
doi:10.1155/S0161171295000536

Norms for copulas

William F. Darsow and Elwood T. Olsen

Department of Mathematics, Illinois Institute of Technology, Chicago 60616, Illinois, USA

Abstract

We consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.