In analogy with the study of copulas whose diagonal sections have been fixed, we study the set $\mathcal{C}_h$ of copulas for which a horizontal section $h$ has been given. We first show that this set is not empty, by explicitly writing one such copula, which we call \textit{horizontal copula}. Then we find the copulas that bound both below and above the set $\mathcal{C}_h$. Finally we determine the expressions for Kendall's tau and Spearman's rho for the horizontal and the bounding copulas.

### Copulas constructed from horizontal sections

#### Abstract

In analogy with the study of copulas whose diagonal sections have been fixed, we study the set $\mathcal{C}_h$ of copulas for which a horizontal section $h$ has been given. We first show that this set is not empty, by explicitly writing one such copula, which we call \textit{horizontal copula}. Then we find the copulas that bound both below and above the set $\mathcal{C}_h$. Finally we determine the expressions for Kendall's tau and Spearman's rho for the horizontal and the bounding copulas.
##### Scheda breve Scheda completa Scheda completa (DC)
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11587/103211
##### Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

• ND
• ND
• ND