Xu Fuxia, Dong Yongquan, Wang Zhongzhi. Group Structure and Narrowing Effectiveness of Best-Possible Bounds for Copulas Specified at a Single Interior Point[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(1): 12-22.
Citation: Xu Fuxia, Dong Yongquan, Wang Zhongzhi. Group Structure and Narrowing Effectiveness of Best-Possible Bounds for Copulas Specified at a Single Interior Point[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(1): 12-22.

Group Structure and Narrowing Effectiveness of Best-Possible Bounds for Copulas Specified at a Single Interior Point

  • We express the group structure of sets of a copula , survival copula , the dual of a copula , and the co-copula , give the best-possible bounds for the last three functions where the value of every function is known at a single point. Especially, we find an general narrowing effectiveness coefficient for , compare the values of where to thoses for being other values in .
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