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Extending multivariate sub-quasi-copulas
ID Kokol-Bukovšek, Damjana (Author), ID Košir, Tomaž (Author), ID Mojškerc, Blaž (Author), ID Omladič, Matjaž (Author)

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Abstract
In 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. It seems that the multivariate case is much more involved, since we are able to prove that some of the known methods of bivariate constructions cannot be extended to higher dimensions. Our main result is to present the necessary and sufficient conditions both on the patch and the values of it for the desired multivariate quasi-copula to exist. We also give all possible solutions.

Language:English
Keywords:mathematics, multivariate analysis, copulas, quasi-copulas, multivariate copulas, imprecise copulas, patchwork
Work type:Article
Typology:1.01 - Original Scientific Article
Organization:EF - School of Economics and Business
FMF - Faculty of Mathematics and Physics
Publication status:Published
Publication version:Version of Record
Year:2024
Number of pages:14 str.
Numbering:Vol. 540, iss. 1, art. 128582
PID:20.500.12556/RUL-158632 This link opens in a new window
UDC:519.2
ISSN on article:0022-247X
DOI:10.1016/j.jmaa.2024.128582 This link opens in a new window
COBISS.SI-ID:198246659 This link opens in a new window
Publication date in RUL:18.06.2024
Views:46
Downloads:19
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Record is a part of a journal

Title:Journal of mathematical analysis and applications
Shortened title:J. math. anal. appl.
Publisher:Elsevier
ISSN:0022-247X
COBISS.SI-ID:3081231 This link opens in a new window

Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.

Secondary language

Language:Slovenian
Keywords:matematika, multivariatna analiza

Projects

Funder:ARIS - Slovenian Research and Innovation Agency
Project number:P1-0222
Name:Algebra, teorija operatorjev in finančna matematika

Funder:ARIS - Slovenian Research and Innovation Agency
Project number:P1-0448
Name:Stohastične metode in njihova uporaba

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