Timeline for An inequality for copulas
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| May 28, 2015 at 1:29 | comment | added | Suvrit | Quite an interesting question. Once I get some time, I'll think about it again. I'm hoping that the Laplace transform representation helps achieve the proof... | |
| May 27, 2015 at 21:18 | comment | added | Clark Kimberling | Suvrit - yes. Thanks you for your proof for Clayton copulas with $t \geq 1$! What I'd really like to see is a proof for general completely monotonic $f$. If that's not feasible, then proofs for some of the more important copulas (or the new[?] one in the Question) would be nice: Frank, Gumbel, Ali-Mikhail-Haq -- I wonder if there's a good list of completely-monotonic-generated copulas somewhere. | |
| May 26, 2015 at 20:46 | comment | added | Suvrit | My answer establishes the claim for $t \ge 1$. So I guess the question is now for general CM $f$... | |
| Feb 14, 2015 at 19:10 | history | answered | Clark Kimberling | CC BY-SA 3.0 |