1. Bounds of general Fréchet classes
- Creator:
- Skřivánek, Jaroslav
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- copula, Fréchet class, and Diophantine equation
- Language:
- English
- Description:
- 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public