Mar 15, 2024 · The main goal of this paper is to answer an open question of the exact upper bound for bivariate copulas with a given diagonal section (see [21]) ...

Aug 4, 2023 · As an application, we determine the maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it.

We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this ...

Exact upper bound for copulas with a given diagonal section. https://doi.org/10.1016/j.fss.2024.108865 ·. Journal: Fuzzy Sets and Systems, 2024, p. 108865.

Jan 6, 2024 · EXACT UPPER BOUND FOR COPULAS WITH A GIVEN DIAGONAL SECTION. 3. We denote by C the set of all copulas and by Q the set of all quasi-copulas.

Aug 5, 2022 · The best-possible upper bound on the set of quasi-copulas with the common diagonal section δ is A δ ( u , v ) = min ⁡ { u , v , max ⁡ { u , v } ...

In this note we provide a large class of diagonals for which the best-possible upper bound on sets of copulas with a given diagonal section is a copula.

We achieve this by constructing a new copula with prescribed diagonal section, which attains the bound on the entire upper-left triangle of the unit square. ...

In this paper we analyze some properties of the empirical diagonal and we obtain its exact distribution under independence for the two and three-dimensional ...

1. Exact upper bound for copulas with a given diagonal section · Damjana Kokol-Bukovšek, Blaž Mojškerc, Nik Stopar, 2024, original scientific article. Abstract ...