On an upper bound of the set of copulas with a given curvilinear section
arXiv:2405.12260 · doi:10.1016/j.fss.2024.109199
Abstract
The characterizations when two natural upper bounds of the set of copulas with a given diagonal section are copulas have been well studied in the literature. Given a curvilinear section, however, there is only a partial result concerning the characterization when a natural upper bound of the set of copulas is a copula. In this paper, we completely solve the characterization problem for this natural upper bound to be a copula in the curvilinear case.