Best-possible bounds on the set of copulas with given degree of non-exchangeability
DOI10.1016/J.JMAA.2014.02.025zbMATH Open1308.62108OpenAlexW2080098324WikidataQ60256133 ScholiaQ60256133MaRDI QIDQ489032FDOQ489032
Authors: Gleb Beliakov, B. De Baets, H. De Meyer, Roger B. Nelsen, Manuel Úbeda-Flores 
Publication date: 27 January 2015
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.2014.02.025
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Cited In (15)
- A comparison of bounds on three sets of copulas with given degree of non-exchangeability
- Optimal bounds for integrals with respect to copulas and applications
- On degrees of asymmetry of a copula with respect to a track
- Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
- Zero-linear copulas
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Multivariate copulas with given values at two arbitrary points
- Bivariate copulas, norms and non-exchangeability
- On the degree of asymmetry of a quasi-copula with respect to a curve
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Asymmetric copulas and their application in design of experiments
- Extremes of nonexchangeability
- Relation between non-exchangeability and measures of concordance of copulas
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