Juan Fern'andez S'anchez

On families of bivariate copulas and their interrelation with the Hilbert space l2 and the Hilbert cube H

The Markov kernel based metric $D_1$ was introduced in 2011 in order to construct the scale-invariant dependence measure $\zeta_1$, which assign each bivariate copula $C$ a dependence value in $[0,1]$, with $0$ exclusively for the case of independence, and $1$ exclusively for complete/functional dependence. In the orig...