Extreme semilinear copulas
Probability
2025-01-15 v1
Abstract
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and quasi--copulas) are also presented.
Cite
@article{arxiv.2501.07961,
title = {Extreme semilinear copulas},
author = {Fabrizio Durante and Juan Fernández-Sánchez and Manuel Úbeda-Flores},
journal= {arXiv preprint arXiv:2501.07961},
year = {2025}
}