OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS

Author:

DE BAETS BERNARD1,DE MEYER HANS2,ÚBEDA-FLORES MANUEL3

Affiliation:

1. Department of Applied Mathematics, Biometrics and Process Control, Ghent University, Coupure Links 653, B-9000 Gent, Belgium

2. Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 S9, B-9000 Gent, Belgium

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

Abstract

In this paper, we study opposite diagonal sections of quasi-copulas and copulas. The best-possible upper bound for the set of copulas with a given opposite diagonal section being known, we focus on the best-possible lower bound, which in general is a quasi-copula. Moreover, it exhibits an interesting type of bivariate symmetry called opposite symmetry.

Publisher

World Scientific Pub Co Pte Lt

Subject

Artificial Intelligence,Information Systems,Control and Systems Engineering,Software

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