| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152424 | Statistics & Probability Letters | 2011 | 5 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Juan Fernández-Sánchez, Roger B. Nelsen, Manuel Úbeda-Flores,