On the best-possible upper bound on sets of copulas with given diagonal sections

  • Authors:

  • Manuel Úbeda-Flores

  • Affiliations:

  • Universidad de Almería, Departamento de Estadística y Matemática Aplicada, Carretera de Sacramento s/n, La Cañada de San Urbano, 04120, Almería, Spain

  • Venue:
  • Soft Computing - A Fusion of Foundations, Methodologies and Applications
  • Year:
  • 2008

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Abstract

In this note we provide a large class of diagonals for which the best-possible upper bound on sets of copulas with a given diagonal section is a copula.