Discrete quasi-copulas

DOI10.1016/j.insmatheco.2005.01.007zbMath1077.60014OpenAlexW2015043180MaRDI QIDQ2567085

Carlo Sempi, José Juan Quesada-Molina

Publication date: 29 September 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.01.007

zbMATH Keywords

bivariate copulasdiscrete copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (11)

Flipping of multivariate aggregation functions ⋮ Matrix representation of discrete quasi-copulas ⋮ Extensions of subcopulas ⋮ Extending sub-quasi-copulas ⋮ A study on the cardinality of some families of discrete operators through alternating sign matrices ⋮ Final solution to the problem of relating a true copula to an imprecise copula ⋮ Geometry of discrete copulas ⋮ Matrix representation of copulas and quasi-copulas defined on non-square grids of the unit square ⋮ New results on discrete copulas and quasi-copulas ⋮ On a new partial order on bivariate distributions and on constrained bounds of their copulas ⋮ Matrix representation of meet-irreducible discrete copulas

Cites Work

• An introduction to copulas. Properties and applications
• A characterization of quasi-copulas
• On the characterization of a class of binary operations on distribution functions
• MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
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