| Title: | Extreme values of the mass distribution associated with d-quasi-copulas via linear programming |
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| Authors: | ID Belšak, Matej (Author)
ID Omladič, Matjaž (Author)
ID Vuk, Martin (Author)
ID Zalar, Aljaž (Author) |
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| Files: |  PDF - Presentation file, download (1,02 MB)
MD5: 636190E125F74DEDA6EDADBA7B6455C5
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011425001964
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | 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. |
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| Keywords: | mass distribution, d-quasi-copula, volume, Lipschitz condition, bounds |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.10.2025 |
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| Year of publishing: | 2025 |
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| Number of pages: | 17 str. |
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| Numbering: | Vol. 517, [article no.] 109457 |
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| PID: | 20.500.12556/DiRROS-22522  |
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| UDC: | 519.2 |
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| ISSN on article: | 0165-0114 |
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| DOI: | 10.1016/j.fss.2025.109457 |
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| COBISS.SI-ID: | 237374979 |
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| Note: |
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| Publication date in DiRROS: | 27.05.2025 |
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| Views: | 563 |
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| Downloads: | 267 |
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| Metadata: |    |
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