Akademska digitalna zbirka SLovenije - logo
VSE knjižnice (vzajemna bibliografsko-kataložna baza podatkov COBIB.SI)
  • Exact upper bound for copulas with a given diagonal section
    Kokol-Bukovšek, Damjana ; Mojškerc, Blaž ; Stopar, Nik
    We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an application, we determine the ... maximal asymmetry of bivariate copulas with a given diagonal section and construct a copula that attains it. We derive a formula for the maximal asymmetry that is simple enough to be used by practitioners.
    Vrsta gradiva - članek, sestavni del ; neleposlovje za odrasle
    Leto - 2024
    Jezik - angleški
    COBISS.SI-ID - 181661955