Abstract
As is well known, the FrechetHoeffding bounds are the best possible for both copulas and quasi-copulas: for every (quasi-)copula Q, max{x + y -1, 0}<= Q(x, y)<= min{x, y} for all x, y from [0, 1]. Sharper bounds hold when the (quasi-)copulas take prescribed values, e.g., along their diagonal or horizontal resp. vertical sections. Here we pursue two goals: first, we investigate construction methods for (quasi-)copulas with a given sub-diagonal section, i.e., with prescribed values along the straight line segment joining the points (x0, 0) and (1, 1 - x0) for x0 from
]0, 1[. Then, we determine the best-possible bounds for sets of quasi-copulas with a given sub-diagonal section.
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 4654-4673 |
| Seitenumfang | 20 |
| Fachzeitschrift | Nonlinear Analysis: Theory, Methods and Applications |
| Volume | 69 |
| Ausgabenummer | 12 |
| DOIs | |
| Publikationsstatus | Veröffentlicht - 15 Dez. 2008 |
Wissenschaftszweige
- 101 Mathematik
- 101004 Biomathematik
- 101027 Dynamische Systeme
- 101013 Mathematische Logik
- 101028 Mathematische Modellierung
- 101014 Numerische Mathematik
- 101020 Technische Mathematik
- 101024 Wahrscheinlichkeitstheorie
- 102001 Artificial Intelligence
- 102003 Bildverarbeitung
- 102009 Computersimulation
- 102019 Machine Learning
- 102023 Supercomputing
- 202027 Mechatronik
- 206001 Biomedizinische Technik
- 206003 Medizinische Physik
- 102035 Data Science
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