| Title:
|
Basic bounds of Fréchet classes (English) |
| Author:
|
Skřivánek, Jaroslav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
50 |
| Issue:
|
1 |
| Year:
|
2014 |
| Pages:
|
95-108 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Algebraic bounds of Fréchet classes of copulas can be derived from the fundamental attributes of the associated copulas. A minimal system of algebraic bounds and related basic bounds can be defined using properties of pointed convex polyhedral cones and their relationship with non-negative solutions of systems of linear homogeneous Diophantine equations, largely studied in Combinatorics. The basic bounds are an algebraic improving of the Fréchet-Hoeffding bounds. We provide conditions of compatibility and propose tools for an explicit description of the basic bounds of simple Fréchet classes. (English) |
| Keyword:
|
algebraic bound |
| Keyword:
|
basic bound |
| Keyword:
|
copula |
| Keyword:
|
Diophantine equation |
| Keyword:
|
Fréchet class |
| Keyword:
|
pointed convex polyhedral cone |
| MSC:
|
11D75 |
| MSC:
|
60E05 |
| MSC:
|
62H20 |
| idZBL:
|
Zbl 1291.60034 |
| idMR:
|
MR3195006 |
| DOI:
|
10.14736/kyb-2014-1-0095 |
| . |
| Date available:
|
2014-05-02T06:48:07Z |
| Last updated:
|
2016-01-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/143765 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
|
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| Reference:
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| . |
