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Soft Computing

, Volume 12, Issue 10, pp 1019–1025 | Cite as

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

  • Manuel Úbeda-Flores
Original Paper

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.

Keywords

Bounds Copulas Diagonal sections Quasi-copulas 

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Copyright information

© Springer-Verlag 2007

Authors and Affiliations

  1. 1.Departamento de Estadística y Matemática AplicadaUniversidad de AlmeríaAlmeríaSpain

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