| Abstract [eng] |
The rapid development of exact sciences along with the improvements in com- puting technologies, better understanding of interdependence resulted in copulas becoming an integral part of science. The need of their application and futher investigations increase constantly. In practice copulas are used to describe and model the dependence between random variables. They can be useful for expan- ding the horizons of statistics, probability theory and time series as well. One such example could be the upper extended negative dependence (UEND) property closely related to copulas. It is being used in some proofs of some pro- positions and theorems. In this thesis, we consider Clayton copula from Archimedean copula class. Using an improved Clayton copula upper bound and the fact that in case n = 2 the UEND property holds, we seek to show that the UEND property holds in cases n ≥ 2 as well. We also present an improved Clayton copula lower bound. |
