paper

Freedom in constructing quasi-copulas vs. copulas

arXiv:2407.15393

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.

26 pages, 5 figures, accepted in Fuzzy Sets and Systems

Freedom in constructing quasi-copulas vs. copulas · wovepaper