On the best-possible upper bound on sets of copulas with given diagonal sections
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Publication:934918
DOI10.1007/s00500-007-0269-5OpenAlexW2024395956MaRDI QIDQ934918
Publication date: 30 July 2008
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-007-0269-5
Related Items (8)
Baire category results for quasi-copulas ⋮ Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections ⋮ On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points ⋮ A hitchhiker's guide to quasi-copulas ⋮ Best-possible bounds on the set of copulas with given degree of non-exchangeability ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Extremal Lipschitz continuous aggregation functions with a given diagonal section ⋮ Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
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