Multivariate copulas, quasi-copulas and lattices
نویسندگان
چکیده
منابع مشابه
On the a-migrativity of semicopulas, quasi-copulas, and copulas
In this paper we address the problem of a-migrativity (for a fixed a) for semicopulas, copulas and quasi-copulas. We introduce the concept of an a-sum of semicopulas. This new concept allows us to completely characterize a-migrative semicopulas and copulas. Moreover, a-sums also provide a means to obtain a partial characterization of a-migrative quasicopulas. 2010 Elsevier Inc. All rights reser...
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متن کاملQuasi-copulas and signed measures
We study the relationship between multivariate quasi-copulas and measures that they may or may not induce on [0, 1]n . We first study the mass distribution of the pointwise best possible lower bound for the set of n-quasi-copulas for n ≥ 3. As a consequence, we show that not every n-quasi-copula induces a signed measure on [0, 1]n . © 2010 Elsevier B.V. All rights reserved.
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Although the copula literature has many instances of bivariate copulas, once more than two variates are correl ated, the choice of copulas often comes down to selection of the degrees-of-freedom parameter in the t-copula. In search for a wider selection of multivariate copulas we review a generalization of the t-copula and some copulas defined by Harry Joe. Generalizing the t-copula gives more ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2011.04.004