Results 11 to 20 of about 725,046 (113)
Quasi-copulas as linear combinations of copulas [PDF]
Fuzzy Sets and Systems, 2023 We prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear ...
Stopar, Nik +2 more
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Defects and transformations of quasi-copulas [PDF]
Kybernetika, 2016 summary: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 ...
Saminger-Platz, Susanne +7 more
core +4 more sources
Multivariate copulas, quasi-copulas and lattices [PDF]
Statistics & Probability Letters, 2011 International audienceWe 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
Nelsen, Roger B. +5 more
core +5 more sources
Bivariate measure-inducing quasi-copulas [PDF]
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
core +8 more sources
1-Lipschitz aggregation operators and quasi-copulas [PDF]
Kybernetika, 2003 summary:In the paper, binary 1-Lipschitz aggregation operators and specially quasi-copulas are studied. The characterization of 1-Lipschitz aggregation operators as solutions to a functional equation similar to the Frank functional equation is recalled ...
Sempi, Carlo +11 more
core +6 more sources
Freedom in constructing quasi-copulas vs. copulas [PDF]
Fuzzy Sets and SystemsThe main goal of this paper is to study the extent of freedom one has in constructing quasi-copulas vs. copulas. Specifically, it exhibits three construction methods for quasi-copulas based on recent developments: a representation of multivariate quasi ...
Stopar, Nik, Omladič, Matjaž
core +5 more sources
Insurance: Mathematics and Economics, 2005 We introduce the concept of discrete quasi-copula, investigate its properties, and use it in order to develp a general method for constructing quasi ...
QUESADA MOLINA J. J., SEMPI, Carlo
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Extending multivariate sub-quasi-copulas [PDF]
Journal of Mathematical Analysis and ApplicationsIn this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far.
Omladič, Matjaž +3 more
core +5 more sources
Fuzzy Sets and Systems, 2023 It is known that for every $s\in]1,2[$ 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 cases.
Juan Fernández-Sánchez +2 more
openaire +5 more sources
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. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
openaire +2 more sources