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Publication:3359471
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zbMath0733.60023MaRDI QIDQ3359471

Mikusiński, Piotr, Michael D. Taylor, Howard Sherwood

Publication date: 1991


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulaFréchet boundsconvex sums of copulas


Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)


Related Items (13)

Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence ⋮ Non-atomic bivariate copulas and implicitly dependent random variables ⋮ Multivariate shuffles and approximation of copulas ⋮ Tail asymptotics for dependent subexponential differences ⋮ Dependence measuring from conditional variances ⋮ Extremality and factorizability of Markov operators ⋮ Unnamed Item ⋮ A class of multivariate copulas with bivariate Fréchet marginal copulas ⋮ Modelling total tail dependence along diagonals ⋮ Shuffles of copulas and a new measure of dependence ⋮ A class of symmetric bivariate uniform distributions ⋮ Construction of copulas with hairpin support ⋮ Worst VaR scenarios




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