MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS

DOI10.1081/STA-120017218zbMath1075.62558OpenAlexW2048662684MaRDI QIDQ4449090

Holly Carley

Publication date: 4 February 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120017218

zbMATH Keywords

Fréchet-Hoeffding boundsCopulaSubcopula

Mathematics Subject Classification ID

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

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Best-Possible Bounds on Sets of Multivariate Distribution Functions ⋮ Unnamed Item ⋮ Copula-based measurement of interdependence for discrete distributions ⋮ Copula in a multivariate mixed discrete-continuous model ⋮ Extensions of subcopulas ⋮ A Primer on Copulas for Count Data ⋮ Characterization of all copulas associated with non-continuous random variables ⋮ Partial identification of latent correlations with ordinal data ⋮ Correction methods for ties in rank correlations ⋮ A hitchhiker's guide to quasi-copulas ⋮ Shuffle of min’s random variable approximations of bivariate copulas’ realization ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions ⋮ Multivariate copulas, quasi-copulas and lattices ⋮ On the lattice structure of the set of supermodular quasi-copulas ⋮ Discrete quasi-copulas

Cites Work

• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
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