Representation of the infimum and supremum of a family of multivariate distribution functions

DOI10.1016/J.FSS.2022.05.001MaRDI QIDQ6588902zbMATH OpenFDO

Authors Nik Stopar

Publication date 19 August 2024

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2022.05.001

zbMATH Keywords

\(p\)-boxcompatibilitycopulaimprecise probabilitymultivariate distributionpoint-wise infimum and supremumSklar's theorem

Mathematics Subject Classification ID

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

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Cited in

(2)

• Discrete imprecise copulas
• Quasi-copulas as linear combinations of copulas

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