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math.ST2025
On the pointwise supremum of the set of copulas with a given curvilinear section
Yao Ouyang, Yonghui Sun, Hua-Peng Zhang
Making use of the total variation of particular functions, we give an explicit formula for the pointwise supremum of the set of all copulas with a given curvilinear section. When t…
math.ST2024
On an upper bound of the set of copulas with a given curvilinear section
Yao Ouyang, Yonghui Sun, Hua-Peng Zhang
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 se…