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Maximum and minimum extensions of finite subcopulas. (English) Zbl 1075.62558

Summary: We find maximum and minimum extensions of finite 2-subcopulas and discuss the difficulties involved in finding the least upper bound of extensions in higher dimensions.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
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References:

[1] DOI: 10.1007/3-540-48236-9
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