| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 390270 | Fuzzy Sets and Systems | 2012 | 10 Pages |
Abstract
We introduce a constructive method, by means of a doubly stochastic measure, to describe all the copulas that, in view of Sklar's Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.
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Physical Sciences and Engineering
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