Extending multivariate sub-quasi-copulas

Kokol-Bukovšek, Damjana (author), Košir, Tomaž (author), Mojškerc, Blaž (author), Omladič, Matjaž (author)

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
• UDC: 519.2
• ISSN on article: 0022-247X
• DOI: 10.1016/j.jmaa.2024.128582
• COBISS.SI-ID: 198246659
• Publication date in RUL: 18.06.2024

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

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