Freedom in constructing quasi-copulas vs. copulas
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866908358241419264 |
|---|---|
| author | Omladič, Matjaž Stopar, Nik |
| author_facet | Omladič, Matjaž Stopar, Nik |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_15393 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Freedom in constructing quasi-copulas vs. copulas Omladič, Matjaž Stopar, Nik Statistics Theory Primary 62H05, 60A99, Secondary 06B23 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. |
| title | Freedom in constructing quasi-copulas vs. copulas |
| topic | Statistics Theory Primary 62H05, 60A99, Secondary 06B23 |
| url | https://arxiv.org/abs/2407.15393 |