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Chamnan, Wongtawan; Sumetkijakan, Songkiat
Dependence modeling, 11/2023, Letnik: 11, Številka: 1Journal Article
Copulas for which are called copulas, of which well-studied examples are idempotent copulas and complete dependence copulas. As such, we shall work mainly with the topology induced by the modified Sobolev norm, with respect to which the class of pre-idempotent copulas is closed and the class of factorizable copulas is a dense subset of . Identifying copulas with Markov operators on , the one-to-one correspondence between pre-idempotent copulas and partial isometries is one of our main tools. In the same spirit as Darsow and Olsen’s work on idempotent copulas, we obtain an explicit characterization of pre-idempotent copulas, which is split into cases according to the atomicity of its associated -algebras, where the nonatomic case gives all factorizable copulas and the totally atomic case yields conjugates of ordinal sums of copies of the product copula.
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