Geodesic
Bounds of general Fréchet classes
Kybernetika, Tome 48 (2012) no. 1, pp. 130-143

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.
Classification : 11D45, 60E05, 62H20
Keywords: copula; Fréchet class; Diophantine equation 
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     author = {Sk\v{r}iv\'anek, Jaroslav},
     title = {Bounds of general {Fr\'echet} classes},
     journal = {Kybernetika},
     pages = {130--143},
     publisher = {mathdoc},
     volume = {48},
     number = {1},
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     zbl = {1251.60015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2012__48_1_a7/}
}
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Skřivánek, Jaroslav. Bounds of general Fréchet classes. Kybernetika, Tome 48 (2012) no. 1, pp. 130-143. http://geodesic.mathdoc.fr/item/KYB_2012__48_1_a7/