On the class of truncation invariant bivariate copulas under constraints (Q2069761): Difference between revisions
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scientific article
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English | On the class of truncation invariant bivariate copulas under constraints |
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On the class of truncation invariant bivariate copulas under constraints (English)
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21 January 2022
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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.
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copulas
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Fréchet-Hoeffding bounds
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measures of association
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stochastic orders
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