On all Pickands Dependence Functions whose corresponding Extreme-Value-Copulas have Spearman $\rho$ (Kendall $\tau$) identical to some value $v\in [0,1]$

Noppadon Kamnitui, Christian Genest, Wolfgang Trutschnig

We answer an open question posed by the second author at the Salzburg workshop on Dependence Models and Copulas in 2016 concerning the size of the family ${\mathcal{A}}_v^{\rho }$ ($\mathc…