arXiv Open Access 2024

Freedom in constructing quasi-copulas vs. copulas

Matjaž Omladič Nik Stopar
Lihat Sumber

Abstrak

The main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of multivariate quasi-copulas by means of infima and suprema of copulas, an extension of a classical result on shuffles of min to the setting of quasi-copulas, and a construction method for quasi-copulas obeying a given signed mass pattern on a patch.

Topik & Kata Kunci

Penulis (2)

M

Matjaž Omladič

N

Nik Stopar

Format Sitasi

Omladič, M., Stopar, N. (2024). Freedom in constructing quasi-copulas vs. copulas. https://arxiv.org/abs/2407.15393

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2024
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓