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Title:Exact upper bound for copulas with a given diagonal section
Authors:ID Kokol-Bukovšek, Damjana (Author)
ID Mojškerc, Blaž (Author)
ID Stopar, Nik (Author)
Files:.pdf PDF - Presentation file, download (1,97 MB)
MD5: 249FE88FDEBBC1B30C1B18E2B7DF4DB9
 
URL URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011424000113
 
Language:English
Typology:1.01 - Original Scientific Article
Organization:Logo IMFM - Institute of Mathematics, Physics, and Mechanics
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.
Keywords:mathematical statistics, mathematical analysis, mathematical methods
Publication status:Published
Publication version:Version of Record
Publication date:01.03.2024
Year of publishing:2024
Number of pages:19 str.
Numbering:Vol. 480, article no. ǂ108865
PID:20.500.12556/DiRROS-20504 New window
UDC:519.2
ISSN on article:0165-0114
DOI:10.1016/j.fss.2024.108865 New window
COBISS.SI-ID:181661955 New window
Publication date in DiRROS:02.10.2024
Views:307
Downloads:419
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KOKOL-BUKOVŠEK, Damjana, MOJŠKERC, Blaž and STOPAR, Nik, 2024, Exact upper bound for copulas with a given diagonal section. Fuzzy sets and systems : international journal of soft computing and intelligence [online]. 2024. Vol. 480, no. 108865. [Accessed 21 April 2025]. DOI 10.1016/j.fss.2024.108865. Retrieved from: https://dirros.openscience.si/IzpisGradiva.php?lang=eng&id=20504
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Record is a part of a journal

Title:Fuzzy sets and systems : international journal of soft computing and intelligence
Shortened title:Fuzzy sets syst.
Publisher:Elsevier
ISSN:0165-0114
COBISS.SI-ID:25498624 New window

Document is financed by a project

Funder:ARIS - Slovenian Research and Innovation Agency
Project number:P1-0222
Name:Algebra, teorija operatorjev in finančna matematika

Licences

License:CC BY 4.0, Creative Commons Attribution 4.0 International
Link:http://creativecommons.org/licenses/by/4.0/
Description:This is the standard Creative Commons license that gives others maximum freedom to do what they want with the work as long as they credit the author.

Secondary language

Language:Slovenian
Keywords:matematična statistika, matematična analiza, matematične metode


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