The unwalked path between quasi-copulas and copulas: Stepping stones in higher dimensions

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15310%2F17%3A73580956" target="_blank" >RIV/61989592:15310/17:73580956 - isvavai.cz</a>
Result on the web
<a href="http://www.sciencedirect.com/science/article/pii/S0888613X16301384" target="_blank" >http://www.sciencedirect.com/science/article/pii/S0888613X16301384</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ijar.2016.08.009" target="_blank" >10.1016/j.ijar.2016.08.009</a>

Result language
angličtina
Original language name
The unwalked path between quasi-copulas and copulas: Stepping stones in higher dimensions
Original language description
We show that as the dimensionality increases, more and more interesting classes of operations can be identified between the class of n-quasi-copulas and the class of n-copulas. One such class is the class of supermodular n-quasi-copulas. We observe that some properties of 2-copulas that cannot be generalized to higher-dimensional copulas, hold true for supermodular n-quasi-copulas. Additionally, we show that trying to generalize a volume-based characterization of bivariate copulas to higher dimensions, results in a restrictive class of n-quasi-copulas.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10102 - Applied mathematics

Project
—
Continuities
S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)