arXiv subjects
Publications and source records attributed to Pongpol Ruankong.
We generalize the notion of essential closures which is used in formulating a geometric necessary condition for a set to be the support of a multivariate copula. Furthermore, in some special cases, we derive an explicit formula of the support in terms of essential closures and obtain a stronger necessary condition.
This paper focuses on a generalization of the *-product called $\mathbf{C}$-product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The $\mathbf{C}$-product of copulas $A$ and $B$ is defined to be an integral of a function which involves the copulas $A$ and $B$ and the family of copulas $\mathbf{C}$. However, measurability of the integrand in the definition is questionable. We will discuss this in details and attempt to re-define the product. Then we derive some properties of the re-defined product.
Using a characterization of Mutual Complete Dependence copulas, we show that, with respect to the Sobolev norm, the MCD copulas can be approximated arbitrarily closed by shuffles of Min. This result is then used to obtain a characterization of generalized shuffles of copulas introduced by Durante, Sarkoci and Sempi in terms of MCD copulas and the $\star$-product discovered by Darsow, Nguyen and Olsen. Since shuffles of a copula is the copula of the corresponding shuffles of the two continuous random variables, we define a new norm which is invariant under shuffling. This norm gives rise to a new measure of dependence which shares many properties with the maximal correlation coefficient, the only measure of dependence that satisfies all of Rényi's postulates.