给定不可交换性度量的三类Copula界的比较（英文）

A Comparison of Bounds on Three Sets of Copulas with Given Degree of Non-exchangeability

给出当Copula的不可交换性度量为t=3/4,t=3/5和t=3/6=1/2时的最优界,研究了这三类Copula的结构,计算了最优下上界间的距离,说明它们有效地改善了Fréchet-Hoeffding上下界.

We establish best-possible supremum bounds of copulas with the degree of nonexchangeability t=3/4,t=3/5 and t=3/6=1/2,and study the structures of these sets of copulas.The volumes between the upper and lower bounds are calculated to illustrate that the supremum bounds are specific practical and effective in narrowing the Frechet-Hoeffding bounds.