Multivariate copulas with given values at two arbitrary points
Sprache des Titels:
Englisch
Original Kurzfassung:
Copulas are functions that link an n-dimensional distribution function with its onedimensional margins. In this contribution we show how n-variate copulas with given values at two arbitrary points can be constructed. Thereby, we also answer a so far open question whether lower and upper bounds for n-variate copulas with given value at a single arbitrary point are achieved. We also introduce and discuss the concept of an F-copula which is needed for proving our results.
Forschungs-