6 papers
Maximal signed volume for (multivariate) supermodular quasi-copulas
Matjaž OmladiÄ, Martin Vuk, Aljaž Zalar
Copulas are the primary tool for dependence modeling in statistics, and quasi-copulas are their essential companions. The latter appear, say, as infima or suprema of sets of copula…
Marshall-Olkin copulas revisited
Tomaž KoÅ¡ir, Petra LaziÄ, Matjaž OmladiÄ
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theor…
A complete characterization of maximal copulas with a given track section
Matjaž OmladiÄ, Damjan Å kulj
Bivariate copulas with prescribed diagonal section were first studied by Bertino. Their maximality was studied so far only from the point of view of upper bounds which brings quasi…
Extreme mass distributions for quasi-copulas
Matjaž OmladiÄ, Martin Vuk, Aljaž Zalar
A recent survey, nicknamed "Hitchhiker's Guide", J.J. Arias-Garcıa, R. Mesiar, and B. De Baets, A hitchhiker's guide to quasi-copulas, Fuzzy Sets and Systems 393 (2020) 1-28, has…
Extreme values of the mass distribution associated with -quasi-copulas via linear programming
Matej BelÅ¡ak, Matjaž OmladiÄ, Martin Vuk +1
The recent survey published in Fuzzy Sets and Systems nicknamed ``Hitchhiker's Guide'' has raised the rating of quasi-copula problems in the dependence modeling community in spite…
Freedom in constructing quasi-copulas vs. copulas
Matjaž OmladiÄ, Nik Stopar
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-copu…