Best-possible bounds on the set of copulas with given degree of non-exchangeability


Autoria(s): Beliakov,G; De Baets, B; De Meyer,H; Nelsen,RB; Úbeda-Flores,M
Data(s)

01/09/2014

Identificador

http://hdl.handle.net/10536/DRO/DU:30067740

Idioma(s)

eng

Publicador

Academic Press Inc.

Relação

http://dro.deakin.edu.au/eserv/DU:30067740/beliakov-bestpossible-2014.pdf

http://www.dx.doi.org/10.1016/j.jmaa.2014.02.025

Palavras-Chave #best-possible bounds #copula #lipschitz condition #measure of non-exchangeability #quasi-copula #science & technology #physical sciences #mathematics, applied #mathematics #bivariate distribution-functions #quasi-copulas #aggregation operators #diagnal sections #random-variables #archimax copulas #construction #inequalities #association
Tipo

Journal Article