Best-possible bounds on the set of copulas with given degree of non-exchangeability
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Cites work
- scientific article; zbMATH DE number 5973798 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3879889 (Why is no real title available?)
- scientific article; zbMATH DE number 1986059 (Why is no real title available?)
- scientific article; zbMATH DE number 222634 (Why is no real title available?)
- 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.
- Assessing and Modeling Asymmetry in Bivariate Continuous Data
- Asymmetric semilinear copulas
- BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
- Bell-type inequalities for quasi-copulas
- Best-possible bounds on sets of bivariate distribution functions
- Construction of aggregation operators for automated decision making via optimal interpolation and global optimization
- Construction of non-exchangeable bivariate distribution functions
- Extension to copulas and quasi-copulas as special \(1\)-Lipschitz aggregation operators.
- Extremes of nonexchangeability
- How non-symmetric can a copula be?
- Improved Fréchet bounds and model-free pricing of multi-asset options
- Maximal non-exchangeability in dimension \(d\)
- Measures of non-exchangeability for bivariate random vectors
- Meta-theorems on inequalities for scalar fuzzy set cardinalities
- Non-exchangeability of negatively dependent random variables
- OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
- On the best-possible upper bound on sets of copulas with given diagonal sections
- On the characterization of a class of binary operations on distribution functions
- On the construction of copulas and quasi-copulas with given diagonal sections
- Some new properties of quasi-copulas
- Sulla dissomiglianza tra mutabili cicliche
- Symmetry of functions and exchangeability of random variables
- The Bertino family of copulas
- The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
Cited in
(15)- Extremes of nonexchangeability
- Multivariate copulas with given values at two arbitrary points
- Bivariate copulas, norms and non-exchangeability
- Optimal bounds for integrals with respect to copulas and applications
- On the degree of asymmetry of a quasi-copula with respect to a curve
- On degrees of asymmetry of a copula with respect to a track
- Best-possible bounds on the set of copulas with a given value of Spearman's footrule
- Zero-linear copulas
- Relation between non-exchangeability and measures of concordance of copulas
- A comparison of bounds on three sets of copulas with given degree of non-exchangeability
- Asymmetric copulas and their application in design of experiments
- Nonexchangeable degrees of best-possible bounds for copulas specified at a single interior point
- Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
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