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arXiv · 2412.20629

On the pointwise supremum of the set of copulas with a given curvilinear section

Yao Ouyang·Yonghui Sun·Hua-Peng Zhang
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Abstract

Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also characterize the coincidence of the pointwise supremum and the greatest quasi-copula with the same curvilinear section.

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Yao Ouyang, Yonghui Sun, Hua-Peng Zhang. 2024-12-30. On the pointwise supremum of the set of copulas with a given curvilinear section. https://arxiv.org/abs/2412.20629

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