Sharp Bounds on a Class of Copulas with known Values at Several Points
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Publication:2839080
DOI10.1080/03610926.2011.607529zbMath1319.62034MaRDI QIDQ2839080
Soltan Mohammad Sadooghi-Alvandi, H. A. Mardani-Fard, Zohreh Shishebor
Publication date: 4 July 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.607529
60E15: Inequalities; stochastic orderings
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62E17: Approximations to statistical distributions (nonasymptotic)
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Cites Work
- An introduction to copulas.
- On the construction of copulas and quasi-copulas with given diagonal sections
- Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
- A characterization of quasi-copulas
- Best-possible bounds on sets of bivariate distribution functions
- On a family of copulas constructed from the diagonal section
- Bounds on Bivariate Distribution Functions with Given Margins and Known Values at Several Points
- A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION