scientific article; zbMATH DE number 7687801

DOI10.22111/IJFS.2022.7155MaRDI QIDQ6040908zbMATH OpenFDO

Authors Manuel Úbeda-Flores

Publication date 22 May 2023

Full work available at URL https://doi.org/10.22111/IJFS.2022.7155

zbMATH Keywords

boundscopulaGini's gammaquasi-copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

• A characterization of quasi-copulas
• A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
• An introduction to copulas.
• Best-possible bounds on sets of bivariate distribution functions
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• Concordance and Gini's measure of association
• Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen
• Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Improved Fréchet bounds and model-free pricing of multi-asset options
• On the characterization of a class of binary operations on distribution functions
• Principles of copula theory
• Spearman's footrule and Gini's gamma: a review with complements
• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas

Cited in

(1)

• A few generalizations of Kendall's tau. I: Construction

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6040908)