On the pointwise supremum of the set of copulas with a given curvilinear section
On the pointwise supremum of the set of copulas with a given curvilinear section
Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When the pointwise supremum is a copula is characterized. We also characterize the coincidence of the pointwise supremum and the greatest quasi-copula with the same curvilinear section.
Yao Ouyang、Yonghui Sun、Hua-Peng Zhang
数学
Yao Ouyang,Yonghui Sun,Hua-Peng Zhang.On the pointwise supremum of the set of copulas with a given curvilinear section[EB/OL].(2025-06-22)[2025-07-16].https://arxiv.org/abs/2412.20629.点此复制
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