On an upper bound of the set of copulas with a given curvilinear section
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866917841721098240 |
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| author | Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng |
| author_facet | Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng |
| contents | The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning the characterization when a natural upper bound of the set of copulas is a copula. In this paper, we completely solve the characterization problem for this natural upper bound to be a copula in the curvilinear case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_12260 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On an upper bound of the set of copulas with a given curvilinear section Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng Statistics Theory Probability The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning the characterization when a natural upper bound of the set of copulas is a copula. In this paper, we completely solve the characterization problem for this natural upper bound to be a copula in the curvilinear case. |
| title | On an upper bound of the set of copulas with a given curvilinear section |
| topic | Statistics Theory Probability |
| url | https://arxiv.org/abs/2405.12260 |