| Naslov: | Asymmetry of copulas with a given opposite diagonal section |
|---|
| Avtorji: | ID Kokol-Bukovšek, Damjana (Avtor)
ID Mojškerc, Blaž (Avtor)
ID Stopar, Nik (Avtor) |
|---|
| Datoteke: |  PDF - Predstavitvena datoteka, prenos (2,80 MB)
MD5: AF30BEA5F108B4EB5DCE79FBA625A51E
 URL - Izvorni URL, za dostop obiščite https://www.sciencedirect.com/science/article/pii/S0165011425002350
|
|---|
| Jezik: | Angleški jezik |
|---|
| Tipologija: | 1.01 - Izvirni znanstveni članek |
|---|
| Organizacija: |  IMFM - Inštitut za matematiko, fiziko in mehaniko
|
|---|
| Povzetek: | In this paper we investigate bivariate copulas with a given opposite diagonal section. We determine the exact lower bound for all such copulas and derive an explicit formula for the maximal asymmetry for copulas with a given opposite diagonal section. As a special case, we consider the situation when the opposite diagonal section is symmetric and unimodal, which is true in many applications. To obtain our results, we also calculate the maximal asymmetry of all distributions with fixed marginals, which is an interesting result by itself. |
|---|
| Ključne besede: | mathematical statistics, mathematical analysis, mathematical methods, copulas, opposite diagonal section, asymmetry, distribution |
|---|
| Status publikacije: | Objavljeno |
|---|
| Verzija publikacije: | Objavljena publikacija |
|---|
| Datum objave: | 01.10.2025 |
|---|
| Leto izida: | 2025 |
|---|
| Št. strani: | 28 str. |
|---|
| Številčenje: | Vol. 518, article no. 109496 |
|---|
| PID: | 20.500.12556/DiRROS-23965  |
|---|
| UDK: | 519.2 |
|---|
| ISSN pri članku: | 0165-0114 |
|---|
| DOI: | 10.1016/j.fss.2025.109496 |
|---|
| COBISS.SI-ID: | 238821891 |
|---|
| Datum objave v DiRROS: | 28.10.2025 |
|---|
| Število ogledov: | 188 |
|---|
| Število prenosov: | 110 |
|---|
| Metapodatki: |    |
|---|
|
:
|
Kopiraj citat |
|---|
| | | | Objavi na: |  |
|---|
Postavite miškin kazalec na naslov za izpis povzetka. Klik na naslov izpiše
podrobnosti ali sproži prenos. |
