Discrete Imprecise Copulas
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866912107945000960 |
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| author | Košir, Tomaž Perrone, Elisa |
| author_facet | Košir, Tomaž Perrone, Elisa |
| contents | In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques. We further investigate the properties of the constructed dual pairs and prove that they are coherent and avoid sure loss. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_15352 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Discrete Imprecise Copulas Košir, Tomaž Perrone, Elisa Statistics Theory 62H05, 52B99 In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques. We further investigate the properties of the constructed dual pairs and prove that they are coherent and avoid sure loss. |
| title | Discrete Imprecise Copulas |
| topic | Statistics Theory 62H05, 52B99 |
| url | https://arxiv.org/abs/2408.15352 |