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Extreme values of the mass distribution associated with d-quasi-copulas via linear programming
Matej Belšak, Matjaž Omladič, Martin Vuk, Aljaž Zalar, 2025, izvirni znanstveni članek

Povzetek: The recent survey [3] nicknamed “Hitchhiker's Guide” has raised the rating of quasi-copula problems in the dependence modeling community in spite of the lack of statistical interpretation of quasi-copulas. This paper concentrates on Open Problem 5 of this list concerning bounds on the volume of a d-variate quasi-copula. We disprove a recent conjecture [23] on the lower bound of this volume. We also give evidence that the problem is much more difficult than suspected, and give some hints towards its final solution.
Ključne besede: mass distribution, d-quasi-copula, volume, Lipschitz condition, bounds
Objavljeno v DiRROS: 27.05.2025; Ogledov: 271; Prenosov: 92
.pdf Celotno besedilo (1,02 MB)
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