scientific article; zbMATH DE number 7687801

DOI10.22111/ijfs.2022.7155zbMath1522.62039MaRDI QIDQ6040908

Manuel Úbeda-Flores

Publication date: 22 May 2023

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

zbMATH Keywords

copulaboundsquasi-copulaGini's gamma

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• An introduction to copulas.
• A characterization of quasi-copulas
• On the characterization of a class of binary operations on distribution functions
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• Spearman's footrule and Gini's gamma: local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
• Spearman's footrule and Gini's gamma: a review with complements
• A Comparison of Bounds on Sets of Joint Distribution Functions Derived from Various Measures of Association
• Concordance and Gini's measure of association
• BOUNDS ON BIVARIATE DISTRIBUTION FUNCTIONS WITH GIVEN MARGINS AND MEASURES OF ASSOCIATION
• Copulas and Dependence Models with Applications
• Principles of Copula Theory
• Correction to: ``Best-possible bounds on the set of copulas with a given value of Spearman's footrule

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