On the class of truncation invariant bivariate copulas under constraints

DOI10.1016/j.jmaa.2021.125898OpenAlexW4200304176MaRDI QIDQ2069761

Fabrizio Durante, Piotr Jaworski, Claudio Ignazzi

Publication date: 21 January 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125898

zbMATH Keywords

copulasstochastic ordersmeasures of associationFréchet-Hoeffding bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

On the measure induced by copulas that are invariant under univariate truncation ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas

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