Timeline for Existence of copula bound pointwise strictly smaller than the Fréchet-Hoeffding upper bound
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Jan 18, 2023 at 13:14 | vote | accept | Corram | ||
Jan 18, 2023 at 13:14 | comment | added | Corram | Wow, this is extremely nice - thank you very much! | |
Jan 17, 2023 at 16:13 | comment | added | Iosif Pinelis | This is very nice. I have fixed some typos here. Also, to have $D(u,v)<\min(u,v)$ for all $(u,v)\in(0,1)^2$ for a copula $D$, it is already sufficient (and also necessary) that the support of the distribution corresponding to $D$ contain the points $(1.0)$ and $(0,1)$ (rather than the entire unit square); I am not sure, though, if this observation can simplify the proof; apparently not. | |
Jan 17, 2023 at 15:59 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
deleted 10 characters in body
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Jan 17, 2023 at 13:47 | history | answered | fedja | CC BY-SA 4.0 |