On a new partial order on bivariate distributions and on constrained bounds of their copulas

DOI10.1016/j.fss.2020.06.006zbMath1467.62076OpenAlexW3034614200MaRDI QIDQ2049233

Matjaž Omladič, Nik Stopar

Publication date: 24 August 2021

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2020.06.006

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Dedekind-MacNeille completion of multivariate copulas via ALGEN method ⋮ Some multivariate imprecise shock model copulas

Cites Work

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• Constructing copulas from shock models with imprecise distributions
• Relation between non-exchangeability and measures of concordance of copulas
• Discrete quasi-copulas
• A New Characterization of Bivariate Copulas
• Bivariate p-boxes
• Introduction to Imprecise Probabilities

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