Multivariate copulas, quasi-copulas and lattices
We investigate some properties of the partially ordered sets of multivariate copulas and quasi-copulas. Whereas the set of bivariate quasi-copulas is a complete lattice, which is order-isomorphic to the Dedekind-MacNeille completion of the set of bivariate copulas, we show that this is not the case in higher dimensions.
Year of publication: |
2011
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Authors: | Fernández-Sánchez, Juan ; Nelsen, Roger B. ; Úbeda-Flores, Manuel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 9, p. 1365-1369
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Publisher: |
Elsevier |
Subject: | Copula Lattice Quasi-copula |
Saved in:
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