Extreme mass distributions for quasi-copulas
Abstract
A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garc{\i}a, 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.
Cite
@article{arxiv.2506.20672,
title = {Extreme mass distributions for quasi-copulas},
author = {Matjaž Omladič and Martin Vuk and Aljaž Zalar},
journal= {arXiv preprint arXiv:2506.20672},
year = {2025}
}
Comments
22 pages, 4 figures