Freedom in constructing quasi-copulas vs. copulas

Matjaž Omladič; Nik Stopar

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arXiv · 2407.15393

Freedom in constructing quasi-copulas vs. copulas

Matjaž Omladič·Nik Stopar

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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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Matjaž Omladič, Nik Stopar. 2024-07-22. Freedom in constructing quasi-copulas vs. copulas. https://arxiv.org/abs/2407.15393

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