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arXiv · 2405.12260

On an upper bound of the set of copulas with a given curvilinear section

Yao Ouyang·Yonghui Sun·Hua-Peng Zhang
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Abstract

The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning the characterization when a natural upper bound of the set of copulas is a copula. In this paper, we completely solve the characterization problem for this natural upper bound to be a copula in the curvilinear case.

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Yao Ouyang, Yonghui Sun, Hua-Peng Zhang. 2024-05-20. On an upper bound of the set of copulas with a given curvilinear section. https://doi.org/10.1016/j.fss.2024.109199

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