Best-Possible Bounds on Sets of Multivariate Distribution Functions

DOI10.1081/STA-120028727MaRDI QIDQ3155295zbMATH OpenOpenAlexFDO

Authors José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120028727

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Multivariate distribution of statistics (62H10)

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Cites work

• MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
• On the characterization of a class of binary operations on distribution functions
• Some advances in the study of the compatibility of three bivariate copulas

Cited in

(33)

• Some new characterizations and properties of quasi-copulas
• Lower bounds on multivariate distributions with preassigned marginals
• Improved Fréchet-Hoeffding bounds on d-copulas and applications in model-free finance
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• Best-possible bounds on sets of bivariate distribution functions
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• New results on perturbation-based copulas
• A hitchhiker's guide to quasi-copulas
• On the lattice structure of the set of supermodular quasi-copulas
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
• Model-free bounds on value-at-risk using extreme value information and statistical distances
• On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
• On a family of multivariate copulas for aggregation processes
• Bounds for functions of multivariate risks
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• Sharp bounds on a class of copulas with known values at several points
• Bounds on bivariate distribution functions with given margins and known values at several points
• scientific article; zbMATH DE number 5618861 (Why is no real title available?)
• Marginal-frechet-bounds for multidimensional distribution functions
• scientific article; zbMATH DE number 125971 (Why is no real title available?)
• How close are pairwise and mutual independence?
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances
• scientific article; zbMATH DE number 5244301 (Why is no real title available?)
• Multivariate copulas, quasi-copulas and lattices
• Dedekind-MacNeille completion of multivariate copulas via ALGEN method
• Multivariate copulas with given values at two arbitrary points
• Representation of the infimum and supremum of a family of multivariate distribution functions
• Exact upper bound for copulas with a given diagonal section
• Extreme values of the mass distribution associated with a tetravariate quasi-copula
• VaR bounds for joint portfolios with dependence constraints
• On the best-possible upper bound on sets of copulas with given diagonal sections
• On the construction of copulas and quasi-copulas with given diagonal sections

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