Maximum and minimum extensions of finite subcopulas

Communications in Statistics - Theory and Methods

Volumn 31, Issue 12, 2002, Pages 2151-2166

  Carley, Holly ^a  

^a University of Virginia   (United States)

Author keywords

Copula; Fr chet Hoeffding bounds; Subcopula

Indexed keywords

EID: 0036955177     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120017218     Document Type: Article

References (6)

1. Nelsen, R. An Introduction to Copulas; Springer: New York, 1999.
2. Schweizer, B.; Sklar, A. Probabilistic Metric Spaces; Elsevier Science Publishing Co., Inc.: New York, 1983.
3. Sklar, A. Random Variables, Distribution Functions, and Copulas - A Personal Look Backward and Forward. In Distributions with Fixed Marginals and Related Topics; Rüschendorf, L., Schweizer, B., Taylor, M.D., Eds.; Institute of Mathematical Statistics: Hayward, CA, 1996; 1-14.
4. Nelsen, R.; Quesada-Molina, J.; Rodríguez-Lallena, J.; Úbeda-Flores, M. Bounds on Bivariate Distribution Functions with Given Margins and Measures of Association. Commun. Statist.-Theory Meth. 2001, 30(6), 1155-1162.
5. Mikusiński, P.; Sherwood, H.; Taylor, M.D. Shuffles of Min. Stochastica 1992, 13, 61-74.
6. Rudin, W. Real and Complex Analysis; McGraw-Hill: New York, 1987.