Extreme mass distributions for quasi-copulas
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912760789467136 |
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| author | Omladič, Matjaž Vuk, Martin Zalar, Aljaž |
| author_facet | Omladič, Matjaž Vuk, Martin Zalar, Aljaž |
| contents | A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garcıa, R. Mesiar, and B. De Baets, A hitchhiker's guide to quasi-copulas, Fuzzy Sets and Systems 393 (2020) 1-28, has raised the rating of quasi-copula problems in the dependence modeling community in spite of the lack of statistical interpretation of quasi-copulas. In our previous work (Fuzzy Sets and Systems 517 (2025) 109457), we addressed the question of extreme values of the mass distribution associated with multivariate quasi-copulas. Using a linear programming approach, we were able to solve Open Problem 5 of the "Guide" up to dimension d = 17 and disprove a recent conjecture on the solution to that problem. In this paper, we use an analytical approach to provide a complete answer to the original question. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2506_20672 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Extreme mass distributions for quasi-copulas Omladič, Matjaž Vuk, Martin Zalar, Aljaž Machine Learning Optimization and Control Statistics Theory A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garcıa, R. Mesiar, and B. De Baets, A hitchhiker's guide to quasi-copulas, Fuzzy Sets and Systems 393 (2020) 1-28, has raised the rating of quasi-copula problems in the dependence modeling community in spite of the lack of statistical interpretation of quasi-copulas. In our previous work (Fuzzy Sets and Systems 517 (2025) 109457), we addressed the question of extreme values of the mass distribution associated with multivariate quasi-copulas. Using a linear programming approach, we were able to solve Open Problem 5 of the "Guide" up to dimension d = 17 and disprove a recent conjecture on the solution to that problem. In this paper, we use an analytical approach to provide a complete answer to the original question. |
| title | Extreme mass distributions for quasi-copulas |
| topic | Machine Learning Optimization and Control Statistics Theory |
| url | https://arxiv.org/abs/2506.20672 |