Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6858892 | International Journal of Approximate Reasoning | 2017 | 11 Pages |
Abstract
We show that as the dimensionality increases, more and more interesting classes of operations can be identified between the class of n-quasi-copulas and the class of n-copulas. One such class is the class of supermodular n-quasi-copulas. We observe that some properties of 2-copulas that cannot be generalized to higher-dimensional copulas, hold true for supermodular n-quasi-copulas. Additionally, we show that trying to generalize a volume-based characterization of bivariate copulas to higher dimensions, results in a restrictive class of n-quasi-copulas.
Related Topics
Physical Sciences and Engineering
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Authors
J.J. Arias-GarcÃa, R. Mesiar, B. De Baets,