| Title: | Freedom in constructing quasi-copulas vs. copulas |
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| Authors: | ID Omladič, Matjaž (Author)
ID Stopar, Nik (Author) |
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| Files: |  PDF - Presentation file, download (1,12 MB)
MD5: 1F805CCFB54B6E18A57BADEA9F23CE02
 URL - Source URL, visit https://www.sciencedirect.com/science/article/pii/S0165011425001381
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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 main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of multivariate quasi-copulas by means of infima and suprema of copulas, an extension of a classical result on shuffles of min to the setting of quasi-copulas, and a construction method for quasi-copulas obeying a given signed mass pattern on a patch. |
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| Keywords: | copulas, quasi-copulas, shuffles of min, patch, lattices |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.08.2025 |
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| Year of publishing: | 2025 |
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| Number of pages: | 18 str. |
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| Numbering: | Vol. 514, article no. 109399 |
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| PID: | 20.500.12556/DiRROS-21887  |
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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.2025.109399 |
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| COBISS.SI-ID: | 231931139 |
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| Note: |
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| Publication date in DiRROS: | 09.04.2025 |
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| Views: | 596 |
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| Downloads: | 279 |
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| Metadata: |    |
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