Multivariate copulas, quasi-copulas and lattices

Juan Fernández-Sánchez, Roger B. Nelsen and Manuel Úbeda-Flores

Statistics & Probability Letters, 2011, vol. 81, issue 9, 1365-1369

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: Copula; Lattice; Quasi-copula (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (5)

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