Kybernetika 48 no. 1, 130-143, 2012

Bounds of general Fréchet classes

Jaroslav Skřivánek

Abstract:

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.

Keywords:

copula, Fréchet class, Diophantine equation

Classification:

60E05, 62H20, 11D45

paper.pdf

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