Bounds on bivariate distribution functions with given margins and known values at several points

DOI10.1080/03610920903268857MaRDI QIDQ3064096zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

copulaKendall's tauSpearman's rhoquasi-copulabest-possible bounds

Mathematics Subject Classification ID

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)

Recommendations

• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
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Cites work

• A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
• A characterization of quasi-copulas
• An introduction to copulas.
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• Best-possible bounds on sets of bivariate distribution functions

Cited in

(12)

• Best-Possible Bounds on Sets of Multivariate Distribution Functions
• scientific article; zbMATH DE number 1163779 (Why is no real title available?)
• 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
• A hitchhiker's guide to quasi-copulas
• Multivariate copulas with given values at two arbitrary points
• Best-possible bounds on sets of bivariate distribution functions
• Bounds for trivariate copulas with given bivariate marginals

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