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Best-possible bounds on the set of copulas with given degree of non-exchangeability

✍ Scribed by Beliakov, G.; De Baets, B.; De Meyer, H.; Nelsen, R.B.; Úbeda-Flores, M.

Book ID
123370391
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
419 KB
Volume
417
Category
Article
ISSN
0022-247X

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this study, a new, deterministic method is discussed for estimating the maximum, or least favorable frequency, and the minimum. or best favorable frequency. of structures with uncertain but non-random parameters. The favorable bound estimate is actually a set in eigenvalue space rather than a single