Extremes of the mass distribution associated with a trivariate quasi-copula

DOI10.1016/j.crma.2007.03.026zbMath1131.62044OpenAlexW2092608072WikidataQ60258001 ScholiaQ60258001MaRDI QIDQ883520

H. E. De Meyer, Manuel Úbeda-Flores, Bernard De Baets

Publication date: 4 June 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.03.026

zbMATH Keywords

box3 dimensionalextreme values.quasicopula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Applications of mathematical programming (90C90) Probability distributions: general theory (60E05) Linear programming (90C05)

Related Items (12)

Unnamed Item ⋮ A functional for copulas and quasi-copulas ⋮ How close are pairwise and mutual independence? ⋮ On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points ⋮ A hitchhiker's guide to quasi-copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Bivariate quasi-copulas and doubly stochastic signed measures ⋮ Multivariate copulas, quasi-copulas and lattices ⋮ Quasi-copulas and signed measures ⋮ Unnamed Item ⋮ Some new characterizations and properties of quasi-copulas ⋮ Flipping and cyclic shifting of binary aggregation functions

Cites Work

• An introduction to copulas.
• On the characterization of a class of binary operations on distribution functions
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