Results 1 to 10 of about 293 (81)
Supports of quasi-copulas [PDF]
Fuzzy Sets and Systems, 2023 It is known that for every s∈]1, 2[there is a copula whose support is a self-similar fractal set with Hausdorff —and box-counting— dimension s. In this paper we provide similar results for (proper) quasi-copulas, in both the bivariate and multivariate ...
Fernández Sánchez, Juan +2 more
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Baire category results for quasi–copulas [PDF]
Dependence Modeling, 2016 The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling.
Durante Fabrizio +2 more
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A hitchhiker's guide to quasi-copulas
Fuzzy Sets and Systems, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arias García, José De Jesús +2 more
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A Functional for Copulas and Quasi-Copulas [PDF]
ISRN Probability and Statistics, 2012 We recall and study some properties of a known functional operating on the set of n-copulas and determine conditions under such functional is well defined on the set of n-quasi-copulas.
Manuel Úbeda-Flores
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Bivariate measure-inducing quasi-copulas
Fuzzy Sets and SystemsIt is well known that every bivariate copula induces a positive measure on the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $\sigma$-algebra.
Stopar, Nik
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Multivariate copulas, quasi-copulas and lattices [PDF]
Statistics & Probability Letters, 2011 We investigate some properties of the partially ordered sets of multivariate copulas and quasi-copulas. Whereas the set of bivariate quasi-copulas is a complete lattice, which is order-isomorphic to the Dedekind-MacNeille completion of the set of bivariate copulas, we show that this is not the case in higher dimensions.
Fernández-Sánchez, Juan +2 more
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Quasi-copulas and signed measures [PDF]
Fuzzy Sets and Systems, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nelsen, Roger B. +3 more
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On the Size of Subclasses of Quasi-Copulas and Their Dedekind-MacNeille Completion [PDF]
, 2021 none4siopenDurante Fabrizio; Fernandez-Sanchez Juan; Trutschnig Wolfgang; Ubeda-Flores ManuelDurante, Fabrizio; Fernandez-Sanchez, Juan; Trutschnig, Wolfgang; Ubeda-Flores ...
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A Characterization of Quasi-copulas
Journal of Multivariate Analysis, 1999 A function \(Q:[0,1]^2\to[0,1]\) is a quasi-copula if and only if it satisfies the three following conditions: (i) \(Q(0,x)=Q(x,0)=0\), \(Q(x,1)=Q(1,x)=x\), \(x\in[0,1]\); (ii) \(Q(x,y)\) is non-decreasing in each of its arguments; (iii) \(Q\) satisfies a Lipschitz condition. The quasi-copula is comprised between the Fréchet bounds.
C. Genest +3 more
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Defects and transformations of quasi-copulas [PDF]
Kybernetika, 2017 Six different functions measuring the defect of a quasi-copula, i. e., how far away it is from a copula, are discussed. This is done by means of extremal non-positive volumes of specific rectangles (in a way that a zero defect characterizes copulas). Based on these defect functions, six transformations of quasi-copulas are investigated which give rise ...
Michal Dibala +3 more
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