1. Basic bounds of Fréchet classes
- Creator:
- Skřivánek, Jaroslav
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- algebraic bound, basic bound, copula, Diophantine equation, Fréchet class, and pointed convex polyhedral conde
- Language:
- English
- Description:
- Algebraic bounds of Fréchet classes of copulas can be derived from the fundamental attributes of the associated copulas. A minimal system of algebraic bounds and related basic bounds can be defined using properties of pointed convex polyhedral cones and their relationship with non-negative solutions of systems of linear homogeneous Diophantine equations, largely studied in Combinatorics. The basic bounds are an algebraic improving of the Fréchet-Hoeffding bounds. We provide conditions of compatibility and propose tools for an explicit description of the basic bounds of simple Fréchet classes.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public