Multivariate copulas, quasi-copulas and lattices

DOI10.1016/j.spl.2011.04.004zbMath1219.62086OpenAlexW1966400549MaRDI QIDQ553087

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

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

Mathematics Subject Classification ID

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

Related Items (18)

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Cites Work

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• Ordinal sums and idempotents of copulas
• Sklar's theorem obtained via regularization techniques
• An introduction to 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
• Quasi-copulas and signed measures
• Some new characterizations and properties of quasi-copulas
• Triangular norms
• On the characterization of a class of binary operations on distribution functions
• The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
• Best-Possible Bounds on Sets of Multivariate Distribution Functions
• MAXIMUM AND MINIMUM EXTENSIONS OF FINITE SUBCOPULAS

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