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

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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.

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

    Manuel Úbeda-Flores

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  1. Manuel Úbeda-Flores
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Correspondence to Manuel Úbeda-Flores.

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Úbeda-Flores, M. On the best-possible upper bound on sets of copulas with given diagonal sections. Soft Comput 12, 1019–1025 (2008). https://doi.org/10.1007/s00500-007-0269-5

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