Convergence of copulas: critical remarks

We study some aspects of the relationship between the weak convergence of sequences of multivariate distribution functions and the pointwise convergence of the copulas that connect them to their respective marginals

Semicopulae

We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, t-nor

La convergenza debole di F. R. a r dimensioni

Abstract

Probabilistic norms and convergence of random variables

We prove that probabilistic norms of suitable Probabilistic Normed spaces induce convergence in probability,L^p convergence and almost sure convergence

La metrica di Sibley-Schweizer

Abstract