On the class of truncation invariant bivariate copulas under constraints (Q2069761): Difference between revisions

Bivariate copulas invariant under truncation with respect to the first variable were characterised by \textit{F. Durante} and \textit{P. Jaworski} [Statistics 46, No. 2, 263--277 (2012; Zbl 1241.62083)]. In the present paper the authors provide another characterisation in terms of the derivatives of the functions involved and use it in order to express their properties of positive dependence. They also consider bounds for this class of copulas when either Spearman's \(\rho\) or Kendall's \(\tau\) is known.