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: 429; Prenosov: 485 Celotno besedilo (1,97 MB)Gradivo ima več datotek! Več...
