| Title: | Extreme mass distributions for quasi-copulas |
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| Authors: | ID Omladič, Matjaž (Author)
ID Vuk, Martin (Author)
ID Zalar, Aljaž (Author) |
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| Files: |  URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011425004361
 PDF - Presentation file, download (4,00 MB)
MD5: BAF7D184EDB732DF5510EFCDC6F55114
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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. In our previous work we addressed the question of extreme values of the mass distribution associated with a mutidimensional quasi–copulas. Using linear programming approach we were able to settle [3, Open Problem 5] up to $d = 17$ and disprove a recent conjecture from [14] on solution to that problem. In this note we use an analytical approach to provide a complete answer to the original question. |
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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: | 01.03.2026 |
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| Year of publishing: | 2026 |
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| Number of pages: | 22 str. |
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| Numbering: | Vol. 527, [article no.] 109698 |
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| PID: | 20.500.12556/DiRROS-24473  |
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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.2025.109698 |
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| COBISS.SI-ID: | 259332611 |
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| Publication date in DiRROS: | 01.12.2025 |
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| Views: | 72 |
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| Downloads: | 39 |
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| Metadata: |    |
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