Freedom in constructing quasi-copulas vs. copulas
Statistics Theory
2025-05-13 v4 Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2407.15393,
title = {Freedom in constructing quasi-copulas vs. copulas},
author = {Matjaž Omladič and Nik Stopar},
journal= {arXiv preprint arXiv:2407.15393},
year = {2025}
}
Comments
26 pages, 5 figures, accepted in Fuzzy Sets and Systems