On the pointwise supremum of the set of copulas with a given curvilinear section
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866918067124043776 |
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| author | Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng |
| author_facet | Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng |
| contents | Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also characterize the coincidence of the pointwise supremum and the greatest quasi-copula with the same curvilinear section. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_20629 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the pointwise supremum of the set of copulas with a given curvilinear section Ouyang, Yao Sun, Yonghui Zhang, Hua-Peng Statistics Theory Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also characterize the coincidence of the pointwise supremum and the greatest quasi-copula with the same curvilinear section. |
| title | On the pointwise supremum of the set of copulas with a given curvilinear section |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2412.20629 |