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Multivariate copulas with given values at two arbitrary points
- Source :
- Statistical papers, 2022.
- Publication Year :
- 2023
- Publisher :
- Springer, 2023.
-
Abstract
- Copulas are functions that link an n-dimensional distribution function with its one-dimensional margins. In this contribution we show how n-variate copulas with given values at two arbitrary points can be constructed. Thereby, we also answer a so far open question whether lower and upper bounds for n-variate copulas with given value at a single arbitrary point are achieved. We also introduce and discuss the concept of an $$\mathbf{F}$$ F -copula which is needed for proving our results.
Details
- Language :
- English
- ISSN :
- 09325026
- Database :
- OpenAIRE
- Journal :
- Statistical papers, 2022.
- Accession number :
- edsair.doi.dedup.....f6ca64ebe5c7b311583393a8617ff8f9