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Copulas with given values on the tails

Article ID Journal Published Year Pages File Type
4945239 International Journal of Approximate Reasoning 2017 9 Pages PDF
Abstract
We provide sufficient conditions for constructing bivariate copulas with given values in rectangles at the corners of the unit square, and find best-possible bounds for copulas of this type.
Keywords
OptimizationQuasi-copulaCopulaTail dependence
Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
Preview
Copulas with given values on the tails
Authors
Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores,
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Journal
International Journal of Approximate Reasoning
Journal: International Journal of Approximate Reasoning
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