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Statistics & Probability Letters
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Multivariate copulas, quasi-copulas and lattices

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2011 English Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 81, pages 1,365-1,369 (issn: 0167-7152, Copyright policy )
Authors: Roger B. Nelsen; Manuel Úbeda-Flores; Juan Fernández-Sánchez;

doi: 10.1016/j.spl.2011.04.004

Multivariate copulas, quasi-copulas and lattices

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.

Related Organizations
Keywords

[SDV.BIBS] Life Sciences [q-bio]/Quantitative Methods [q-bio.QM], Copula, primary, Lattice, Quasi-copula, secondary, [INFO.INFO-BI] Computer Science [cs]/Bioinformatics [q-bio.QM]

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    popularity
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    influence
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    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
28
Top 10%
Top 10%
Top 10%
Green
bronze