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On the pointwise supremum of the set of copulas with a given curvilinear section
Published 30 Dec 2024 in math.ST and stat.TH | (2412.20629v4)
Abstract: 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 the pointwise supremum is a copula is characterized. We also characterize the coincidence of the pointwise supremum and the greatest quasi-copula with the same curvilinear section.
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