Povzetek: 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 bound. As an application, we determine the maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it. We derive a formula for the maximal asymmetry that is simple enough to be used by practitioners.Ključne besede: mathematical statistics, mathematical analysis, mathematical methodsObjavljeno v DiRROS: 02.10.2024; Ogledov: 430; Prenosov: 486 Celotno besedilo (1,97 MB)Gradivo ima več datotek! Več...
Ključne besede: animal breeding, milk production, economic analysis, impact assessment, mathematical programmingObjavljeno v DiRROS: 06.09.2022; Ogledov: 1401; Prenosov: 409 Celotno besedilo (821,64 KB)
