Cover Image

Extreme values of the mass distribution associated with $d$-quasi-copulas via linear programming

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Belšak, Matej, Omladič, Matjaž, Vuk, Martin, Zalar, Aljaž
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62H05, 60A99, 60E05, 26B35
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Freedom in constructing quasi-copulas vs. copulas
by: Omladič, Matjaž, et al.
Published: (2024)

Extreme values of the mass distribution associated with a tetravariate quasi-copula
by: Úbeda-Flores, Manuel
Published: (2025)

Extending multivariate sub-quasi-copulas
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

On bivariate Archimax copulas: Level sets, mass distributions and related results
by: Dietrich, Nicolas
Published: (2025)

Advancing Continuous Distribution Generation: An Exponentiated Odds Ratio Generator Approach
by: Chen, Xinyu, et al.
Published: (2024)

Extreme mass distributions for quasi-copulas
by: Omladič, Matjaž, et al.
Published: (2025)

Study of power series distributions with specified covariances
by: Volkov, Oleksandr, et al.
Published: (2025)

Log Heston Model for Monthly Average VIX
by: Park, Jihyun, et al.
Published: (2024)

Exact upper bound for copulas with a given diagonal section
by: Bukovšek, Damjana Kokol, et al.
Published: (2023)

A Note on NBUE and NWBUE Classes of Life Distributions
by: Anis, M. Z.
Published: (2026)

Probabilities for asymmetric p-outside values
by: Jordanova, Pavlina K.
Published: (2024)

Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
by: Di Crescenzo, Antonio, et al.
Published: (2021)

Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)

Supports of quasi-copulas
by: Fernández-Sánchez, Juan, et al.
Published: (2025)

Explicit Expressions for Multidimensional Value-at-Risk under Archimedean Copulas
by: Yéo, Dotamana, et al.
Published: (2026)

Least squares estimation of the transition density in bifurcating Markov models
by: Penda, S. Valère Bitseki
Published: (2025)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
by: Mehta, Shreya, et al.
Published: (2025)

Theoretical analysis and improvements in cubic transmutations of probability distributions
by: Geraldo, Issa Cherif, et al.
Published: (2025)

Comparative analysis and practical applications of cubic transmutations for the Pareto distribution
by: Katchekpele, Edoh, et al.
Published: (2025)

Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation
by: Kaiser, Henrik, et al.
Published: (2025)

Comparison and equality of generalized $ψ$-estimators
by: Barczy, Matyas, et al.
Published: (2023)

Basic properties of generalized $ψ$-estimators
by: Barczy, Matyas, et al.
Published: (2024)

Bivariate measure-inducing quasi-copulas
by: Stopar, Nik
Published: (2024)

On $q$-Order Statistics
by: Vamvakari, Malvina
Published: (2023)

Stochastic orders and shape properties for a new distorted proportional odds model
by: Arab, Idir, et al.
Published: (2024)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

Linear combination of bilateral gamma random variables: distributional theory and approximations
by: Barman, Kalyan, et al.
Published: (2026)

Maximal signed volume for (multivariate) supermodular quasi-copulas
by: Omladič, Matjaž, et al.
Published: (2025)

A Simplified Condition For Quantile Regression
by: Peng, Liang, et al.
Published: (2025)

Efficient Learning of Stationary Diffusions with Stein-type Discrepancies
by: Bleile, Fabian, et al.
Published: (2026)

Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)

New formulas for moments of the multivariate normal distribution extending Stein's lemma and Isserlis theorem
by: Mamis, Konstantinos
Published: (2022)

A new count model based on Poisson-Transmuted Geometric convolution
by: Nandi, Anupama, et al.
Published: (2023)

A general class of continuous asymmetric distributions with positive support
by: Quintino, Felipe S., et al.
Published: (2025)

On the bias of the Gini coefficient estimator for zero-truncated Poisson distributions
by: Vila, Roberto, et al.
Published: (2025)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)

Reasoning with random sets: An agenda for the future
by: Cuzzolin, Fabio
Published: (2023)

Analytic properties of Speyer's $g$-polynomial of uniform matroids
by: Zhang, Rong, et al.
Published: (2024)