Quasi-copulas with a given sub-diagonal section
JJ Quesada-Molina, S Saminger-Platz… - Nonlinear Analysis: Theory …, 2008 - Elsevier
As is well known, the Fréchet–Hoeffding bounds are the best possible for both copulas and
quasi-copulas: for every (quasi-) copula Q, max {x+ y− 1, 0}≤ Q (x, y)≤ min {x, y} for all x,
y∈[0, 1]. Sharper bounds hold when the (quasi-) copulas take prescribed values, eg, along
their diagonal or horizontal resp. vertical sections. Here we pursue two goals: first, we
investigate construction methods for (quasi-) copulas with a given sub-diagonal section, ie,
with prescribed values along the straight line segment joining the points (x0, 0) and (1, 1 …
quasi-copulas: for every (quasi-) copula Q, max {x+ y− 1, 0}≤ Q (x, y)≤ min {x, y} for all x,
y∈[0, 1]. Sharper bounds hold when the (quasi-) copulas take prescribed values, eg, along
their diagonal or horizontal resp. vertical sections. Here we pursue two goals: first, we
investigate construction methods for (quasi-) copulas with a given sub-diagonal section, ie,
with prescribed values along the straight line segment joining the points (x0, 0) and (1, 1 …
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