Extending multivariate sub-quasi-copulas
Fuente:
arXiv
Salvato in:
| Autori principali: | , , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2023
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866913576884633600 |
|---|---|
| author | Bukovšek, Damjana Kokol Košir, Tomaž Mojškerc, Blaž Omladič, Matjaž |
| author_facet | Bukovšek, Damjana Kokol Košir, Tomaž Mojškerc, Blaž Omladič, Matjaž |
| contents | In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the multivariate case is much more involved since we are able to prove that some of the known methods of bivariate constructions cannot be extended to higher dimensions. Our main result is to present the necessary and sufficient conditions both on the patch and the values of it for the desired multivariate quasi-copula to exist. We also give all possible solutions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2309_15824 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Extending multivariate sub-quasi-copulas Bukovšek, Damjana Kokol Košir, Tomaž Mojškerc, Blaž Omladič, Matjaž Statistics Theory Probability Primary: 62H05. Secondary: 26B35 In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the multivariate case is much more involved since we are able to prove that some of the known methods of bivariate constructions cannot be extended to higher dimensions. Our main result is to present the necessary and sufficient conditions both on the patch and the values of it for the desired multivariate quasi-copula to exist. We also give all possible solutions. |
| title | Extending multivariate sub-quasi-copulas |
| topic | Statistics Theory Probability Primary: 62H05. Secondary: 26B35 |
| url | https://arxiv.org/abs/2309.15824 |