Multivariate copulas, quasi-copulas and lattices

DOI10.1016/J.SPL.2011.04.004zbMATH Open1219.62086OpenAlexW1966400549MaRDI QIDQ553087FDOQ553087

Authors: Juan Fernández-Sánchez, Roger B. Nelsen, Manuel Úbeda-Flores 

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.04.004

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Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cites Work

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• An introduction to copulas.
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• Triangular norms
• Ordinal sums and idempotents of copulas
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• Sklar's theorem obtained via regularization techniques
• Some new characterizations and properties of quasi-copulas
• On the characterization of a class of binary operations on distribution functions
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Title not available (Why is that?)
• Semicopulæ.
• Quasi-copulas and signed measures
• MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS
• Best-Possible Bounds on Sets of Multivariate Distribution Functions
• Some new properties of quasi-copulas
• Extremes of the mass distribution associated with a trivariate quasi-copula
• The lattice-theoretic structure of the sets of triangular norms and semi-copulas

Cited In (27)

• On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points
• Zero-sets of copulas
• A functional for copulas and quasi-copulas
• Archimedean overlap functions: the ordinal sum and the cancellation, idempotency and limiting properties
• Flipping of multivariate aggregation functions
• Matrix representation of copulas and quasi-copulas defined on non-square grids of the unit square
• Representation of the infimum and supremum of a family of multivariate distribution functions
• The lattice-theoretic structure of the sets of triangular norms and semi-copulas
• Extending multivariate sub-quasi-copulas
• Characterizations of multivariate quasi-copulas
• Multivariate Bertino copulas
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
• Dedekind-MacNeille completion of multivariate copulas via ALGEN method
• The impact on the properties of the EFGM copulas when extending this family
• On the class of truncation invariant bivariate copulas under constraints
• Ordinal sums: from triangular norms to bi- and multivariate copulas
• A hitchhiker's guide to quasi-copulas
• Extremal Lipschitz continuous aggregation functions with a given diagonal section
• On the lattice structure of the set of supermodular quasi-copulas
• Quasi-copulas and signed measures
• Matrix representation of meet-irreducible discrete copulas
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• A topological proof of Sklar's theorem in arbitrary dimensions
• How close are pairwise and mutual independence?
• Sample \(d\)-copula of order \(m\)
• Copulas with given values on the tails

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