Freedom in constructing quasi-copulas vs. copulas

被引:0
作者
Omladic, Matjaz [1 ]
Stopar, Nik [2 ,3 ]
机构
[1] Univ Ljubljana, Fac Math & Phys, Ljubljana, Slovenia
[2] Inst Math Phys & Mech, Ljubljana, Slovenia
[3] Univ Ljubljana, Fac Civil & Geodet Engn, Ljubljana, Slovenia
关键词
Copula; Quasi-copula; Shuffle of min; Patch; Lattice; MULTIVARIATE COPULAS; SKLARS THEOREM; SHUFFLES; APPROXIMATION;
D O I
10.1016/j.fss.2025.109399
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
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.
引用
收藏
页数:18
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