On a class of norms generated by nonnegative integrable distributions
We show that any distribution function on ℝd with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on ℝd+1, called F-norm. We characterize the set of F-norms and prove that pointwise convergence of a sequence of F-norms to an F-norm is equivalent to convergen...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2019-07-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2019-0014 |