On an upper bound of the set of copulas with a given curvilinear section
Statistics Theory
2024-11-21 v1 Probability
Statistics Theory
Abstract
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.
Cite
@article{arxiv.2405.12260,
title = {On an upper bound of the set of copulas with a given curvilinear section},
author = {Yao Ouyang and Yonghui Sun and Hua-Peng Zhang},
journal= {arXiv preprint arXiv:2405.12260},
year = {2024}
}