Best-possible bounds on sets of bivariate distribution functions

DOI10.1016/j.jmva.2003.09.002zbMath1057.62038MaRDI QIDQ1882946

Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.002

zbMATH Keywords

copulas; Kendall's tau; distribution functions; quasi-copulas; best-possible bounds; quartiles; Fréchet-Hoeffding inequality sharpening

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E10: Characterization and structure theory of statistical distributions

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Cites Work

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• An introduction to copulas. Properties and applications
• A characterization of quasi-copulas
• On the characterization of a class of binary operations on distribution functions
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION