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- W4200438963 abstract "In this paper, we consider the (quasi-)copulas with a given curvilinear section, and then establish the best-possible bounds on the set of quasi-copulas with a common curvilinear section. The lower bound is shown to be the best-possible lower bound as well for the set of copulas with the given curvilinear section. A sufficient and necessary condition guaranteeing the upper bound to be a copula is provided, and it is shown that when the upper bound is a copula, it is the best-possible upper bound for the set of copulas with the given curvilinear section. The best-possible upper bound on the set of copulas which have a common curvilinear section and are symmetrical with respect to the given curve is also provided. Some properties of the best-possible bound copulas with the given curvilinear section are also discussed, such as the statistical characteristic, the concordance order, the nonparametric measure of association and the tail dependence." @default.
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- W4200438963 date "2022-08-01" @default.
- W4200438963 modified "2023-10-14" @default.
- W4200438963 title "Best-possible bounds on the sets of copulas and quasi-copulas with given curvilinear sections" @default.
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- W4200438963 doi "https://doi.org/10.1016/j.fss.2021.12.008" @default.
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