In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Some examples are presented.
Copulas with given values on a horizontal and a vertical section
DURANTE, FABRIZIO;SEMPI, Carlo
2007-01-01
Abstract
In this paper we study the set of copulas for which both a horizontal section and a vertical section have been given. We give a general construction for copulas of this type and we provide the lower and upper copulas with these sections. Some examples are presented.File in questo prodotto:
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