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math.PR2026
Couplings with prescribed maxima: A short proof of the quasi-copula characterization
Jonathan Ansari
We provide a short probabilistic proof of the classical characterization of multivariate quasi-copulas, addressing the call for a simpler and more transparent proof expressed by Se…
math.PR2026
Copulas farthest from independence in quadratic Wasserstein distance
Jonathan Ansari
Let denote the independence copula and the upper and lower Fréchet--Hoeffding copulas. Catalano and Lavenant (2025) conjectured that and maximize the quadratic Wa…