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arXiv · 2501.08938

Supports of quasi-copulas

Juan Fernández-Sánchez·José Juan Quesada-Molina·Manuel Úbeda-Flores
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Abstract

It is known that for every $s\in]1,2[$ there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension $s$. In this paper we provide similar results for (proper) quasi-copulas, in both the bivariate and multivariate cases.

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Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores. 2025-01-15. Supports of quasi-copulas. https://doi.org/10.1016/j.fss.2023.02.007

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