Bounds on Bivariate Distribution Functions with Given Margins and Known Values at Several Points

DOI10.1080/03610920903268857zbMath1202.62069OpenAlexW2048370466MaRDI QIDQ3064096

Soltan Mohammad Sadooghi-Alvandi, H. A. Mardani-Fard, Zohreh Shishebor

Publication date: 20 December 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903268857

zbMATH Keywords

copulaKendall's tauSpearman's rhoquasi-copulabest-possible bounds

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

Multivariate copulas with given values at two arbitrary points ⋮ Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance ⋮ On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points ⋮ A hitchhiker's guide to quasi-copulas ⋮ Sharp Bounds on a Class of Copulas with known Values at Several Points

Cites Work

• An introduction to copulas.
• A characterization of quasi-copulas
• Best-possible bounds on sets of bivariate distribution functions
• A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION

This page was built for publication: Bounds on Bivariate Distribution Functions with Given Margins and Known Values at Several Points