Best-possible bounds on the set of copulas with given degree of non-exchangeability (Q489032)
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scientific article; zbMATH DE number 6391282
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| English | Best-possible bounds on the set of copulas with given degree of non-exchangeability |
scientific article; zbMATH DE number 6391282 |
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Best-possible bounds on the set of copulas with given degree of non-exchangeability (English)
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27 January 2015
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best-possible bounds
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copula
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Lipschitz condition
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measure of non-exchangeability
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quasi-copula
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0.9059756398200988
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0.8939324021339417
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0.8115315437316895
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0.8098047375679016
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0.8058395981788635
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