arXiv subjects

Yonghui Sun

Publications and source records attributed to Yonghui Sun.

2 recordsLinked to original sources

arXiv2024

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

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.

math.ST↗

arXiv2024

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

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.

math.ST↗