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Title: Bounds of general Fréchet classes (English)
Author: Skřivánek, Jaroslav
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 48
Issue: 1
Year: 2012
Pages: 130-143
Summary lang: English
Category: math
Summary: This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described. (English)
Keyword: copula
Keyword: Fréchet class
Keyword: Diophantine equation
MSC: 11D45
MSC: 60E05
MSC: 62H20
idZBL: Zbl 1251.60015
idMR: MR2932932
Date available: 2012-03-05T08:35:15Z
Last updated: 2013-09-22
Stable URL:
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Reference: [4] H. Joe: Multivariate models and Dependence Concepts..Chapman&Hall, London 1997. Zbl 0990.62517, MR 1462613
Reference: [5] R. B. Nelsen: Introduction to Copulas..Springer-Verlag, New York 2006. Zbl 1152.62030, MR 2197664
Reference: [6] C. Genest, J. Nešlehová: A primer on copulas for count data..Astin Bull. 37 (2007), 2, 475-515. MR 2422797, 10.2143/AST.37.2.2024077
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