
It is known that for every $s\in]1,2[$ there is a copula whose support is a self-similar fractal set with Hausdorff -- and box-counting -- dimension $s$. In this paper we provide similar results for (proper) quasi-copulas, in both the bivariate and multivariate cases.
quasi-copula, support, self-similarity, 60E05, 62E10, Probability (math.PR), Hausdorff dimension, Dynamical Systems (math.DS), Self-similarity, Copula, FOS: Mathematics, copula, Quasi-copula, Support, Mathematics - Dynamical Systems, Characterization and structure theory for multivariate probability distributions; copulas, Mathematics - Probability
quasi-copula, support, self-similarity, 60E05, 62E10, Probability (math.PR), Hausdorff dimension, Dynamical Systems (math.DS), Self-similarity, Copula, FOS: Mathematics, copula, Quasi-copula, Support, Mathematics - Dynamical Systems, Characterization and structure theory for multivariate probability distributions; copulas, Mathematics - Probability
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