Exact upper bound for copulas with a given diagonal section

DOI10.1016/J.FSS.2024.108865MaRDI QIDQ6932768zbMATH OpenFDO

Authors Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar

Publication date 8 September 2025

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2024.108865

zbMATH Keywords

asymmetrycopuladiagonal sectionexact upper bound

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

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Cited in

(3)

• On an upper bound of the set of copulas with a given curvilinear section
• On the pointwise supremum of the set of copulas with a given curvilinear section
• Asymmetry of copulas with a given opposite diagonal section

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