| Title: | Exact upper bound for copulas with a given diagonal section |
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| Authors: | ID Kokol-Bukovšek, Damjana (Author)
ID Mojškerc, Blaž (Author)
ID Stopar, Nik (Author) |
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| Files: |  PDF - Presentation file, download (1,97 MB)
MD5: 249FE88FDEBBC1B30C1B18E2B7DF4DB9
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011424000113
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | 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. |
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| Keywords: | mathematical statistics, mathematical analysis, mathematical methods |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.03.2024 |
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| Year of publishing: | 2024 |
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| Number of pages: | 19 str. |
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| Numbering: | Vol. 480, article no. ǂ108865 |
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| PID: | 20.500.12556/DiRROS-20504  |
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| UDC: | 519.2 |
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| ISSN on article: | 0165-0114 |
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| DOI: | 10.1016/j.fss.2024.108865 |
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| COBISS.SI-ID: | 181661955 |
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| Publication date in DiRROS: | 02.10.2024 |
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| Views: | 165 |
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| Downloads: | 352 |
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| Metadata: |    |
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