Bounds on bivariate distribution functions with given margins and known values at several points
DOI10.1080/03610920903268857zbMATH Open1202.62069OpenAlexW2048370466MaRDI QIDQ3064096FDOQ3064096
Authors: H. A. Mardani-Fard, Soltan Mohammad Sadooghi-Alvandi, Z. Shishebor 
Publication date: 20 December 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903268857
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Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cites Work
- An introduction to copulas.
- A characterization of quasi-copulas
- Best-possible bounds on sets of bivariate distribution functions
- 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
Cited In (12)
- Best-Possible Bounds on Sets of Multivariate Distribution Functions
- Title not available (Why is that?)
- On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
- Marginal-frechet-bounds for multidimensional distribution functions
- A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
- Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
- Sharp bounds on a class of copulas with known values at several points
- Multivariate copulas with given values at two arbitrary points
- A hitchhiker's guide to quasi-copulas
- Best-possible bounds on sets of bivariate distribution functions
- Bounds for trivariate copulas with given bivariate marginals
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