Cover Image

Exact upper bound for copulas with a given diagonal section

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bukovšek, Damjana Kokol, Mojškerc, Blaž, Stopar, Nik
Format:	Preprint
Published:	2023
Subjects:	Probability Statistics Theory 62H05, 60E05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Random discrete copulas
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)

Extending multivariate sub-quasi-copulas
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

Bivariate measure-inducing quasi-copulas
by: Stopar, Nik
Published: (2024)

Freedom in constructing quasi-copulas vs. copulas
by: Omladič, Matjaž, et al.
Published: (2024)

Best-possible bounds on the set of copulas with a given value of Gini's gamma
by: Úbeda-Flores, Manuel
Published: (2025)

Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
by: Pavel, Ievlev, et al.
Published: (2025)

Extreme values of the mass distribution associated with a tetravariate quasi-copula
by: Úbeda-Flores, Manuel
Published: (2025)

On a copula product linking Wasserstein correlations and rearranged dependence measures
by: Ansari, Jonathan
Published: (2026)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
by: Kaiser, Henrik, et al.
Published: (2025)

Central and noncentral moments of the multivariate hypergeometric distribution
by: Ouimet, Frédéric
Published: (2024)

On the epsilon-delta Structure Underlying Chatterjee's Rank Correlation
by: Sato, Zeusu
Published: (2025)

New formulas for moments of the multivariate normal distribution extending Stein's lemma and Isserlis theorem
by: Mamis, Konstantinos
Published: (2022)

Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)

Graphical Negative Multinomial and Multinomial Models with Dirichlet-type priors
by: Danielewska, Iza, et al.
Published: (2023)

A note on the geodesic normal distribution on the sphere
by: Chacón, José E., et al.
Published: (2024)

On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024)

Extreme values of the mass distribution associated with $d$-quasi-copulas via linear programming
by: Belšak, Matej, et al.
Published: (2024)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

Extremal negative dependence and the strongly Rayleigh property
by: Cossette, Hélène, et al.
Published: (2025)

A remark on the comparison of the sum and the maximum of positive random variables
by: Okamura, Kazuki
Published: (2026)

An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)

On bivariate Archimax copulas: Level sets, mass distributions and related results
by: Dietrich, Nicolas
Published: (2025)

Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas
by: Cattaneo, Matias D., et al.
Published: (2025)

The SIML method without microstructure noise
by: Akahori, Jirô, et al.
Published: (2023)

Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions
by: Bagyan, Armine, et al.
Published: (2024)

On $q$-Order Statistics
by: Vamvakari, Malvina
Published: (2023)

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)

A Geometric Witness Framework for Signed Multivariate Tail-Dependence Compatibility: Asymptotic Structure and Finite-Threshold Synthesis
by: Milek, Janusz
Published: (2026)

An iterated $I$-projection procedure for solving the generalized minimum information checkerboard copula problem
by: Kojadinovic, Ivan, et al.
Published: (2025)

A Tractable Family of Smooth Copulas with Rotational Dependence: Properties, Inference, and Application
by: Lalancette, Michaël, et al.
Published: (2025)

Knockoffs for exchangeable categorical covariates
by: Dreassi, Emanuela, et al.
Published: (2024)

Remarks on stationary GARCH processes under heavy tail distributions
by: Taberner-Ortiz, Marc, et al.
Published: (2026)

Unital compressed commuting graph of $3 \times 3$ matrices over a finite prime field
by: Boroja, Ivan-Vanja, et al.
Published: (2026)

Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
by: Azaïs, Jean-Marc, et al.
Published: (2024)

Poisson and Gaussian approximations of the power divergence family of statistics
by: Daly, Fraser
Published: (2023)