Sharp Bounds on a Class of Copulas with known Values at Several Points

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

zbMATH Keywords

copula; Kendall's tau; Spearman's rho; diagonal section; quasi-copula; best-possible bounds

Mathematics Subject Classification ID

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