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Title:Extending multivariate sub-quasi-copulas
Authors:ID Kokol-Bukovšek, Damjana (Author)
ID Košir, Tomaž (Author)
ID Mojškerc, Blaž (Author)
ID Omladič, Matjaž (Author)
Files:.pdf PDF - Presentation file, download (430,71 KB)
MD5: B1E4A4484F86003B2D720222AF243906
 
URL URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0022247X24005043
 
Language:English
Typology:1.01 - Original Scientific Article
Organization:Logo IMFM - Institute of Mathematics, Physics, and Mechanics
Abstract:In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the multivariate case is much more involved, since we are able to prove that some of the known methods of bivariate constructions cannot be extended to higher dimensions. Our main result is to present the necessary and sufficient conditions both on the patch and the values of it for the desired multivariate quasi-copula to exist. We also give all possible solutions.
Keywords:mathematics, multivariate analysis
Publication status:Published
Publication version:Version of Record
Publication date:01.12.2024
Year of publishing:2024
Number of pages:14 str.
Numbering:Vol. 540, iss. 1, article no. 128582
PID:20.500.12556/DiRROS-19114 New window
UDC:519.2
ISSN on article:0022-247X
DOI:10.1016/j.jmaa.2024.128582 New window
COBISS.SI-ID:198246659 New window
Note:
Publication date in DiRROS:18.06.2024
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Downloads:209
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Record is a part of a journal

Title:Journal of mathematical analysis and applications
Shortened title:J. math. anal. appl.
Publisher:Elsevier
ISSN:0022-247X
COBISS.SI-ID:3081231 New window

Document is financed by a project

Funder:ARIS - Slovenian Research and Innovation Agency
Project number:P1-0222
Name:Algebra, teorija operatorjev in finančna matematika

Funder:ARIS - Slovenian Research and Innovation Agency
Project number:P1-0448
Name:Stohastične metode in njihova uporaba

Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.

Secondary language

Language:Slovenian
Keywords:matematika, multivariatna analiza


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