Ključne besede: copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local boundsObjavljeno v DiRROS: 07.07.2025; Ogledov: 3; Prenosov: 1 Celotno besedilo (2,11 MB)Gradivo ima več datotek! Več...
Povzetek: The recent survey [3] nicknamed “Hitchhiker's Guide” has raised the rating of quasi-copula problems in the dependence modeling community in spite of the lack of statistical interpretation of quasi-copulas. This paper concentrates on Open Problem 5 of this list concerning bounds on the volume of a d-variate quasi-copula. We disprove a recent conjecture [23] on the lower bound of this volume. We also give evidence that the problem is much more difficult than suspected, and give some hints towards its final solution.Ključne besede: mass distribution, d-quasi-copula, volume, Lipschitz condition, boundsObjavljeno v DiRROS: 27.05.2025; Ogledov: 271; Prenosov: 92 Celotno besedilo (1,02 MB)Gradivo ima več datotek! Več...
Povzetek: We determine the lower bound for possible values of Spearman’s rho of a bivariate copula given that the value of its Spearman's footrule is known and show that this bound is always attained. We also give an estimate for the exact upper bound and prove that the estimate is exact for some but not all values of Spearman's footrule. Nevertheless, we show that the estimate is quite tight.Ključne besede: copula, dependence concepts, supremum and infimum of a set of copulas, measures of concordance, quasi-copula, local boundsObjavljeno v DiRROS: 13.03.2024; Ogledov: 781; Prenosov: 366 Celotno besedilo (1,55 MB)Gradivo ima več datotek! Več...
