Multivariate copulas, quasi-copulas and lattices |
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| Authors: | Juan Fernández-Sánchez |
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| Institution: | a Grupo de Investigación de Análisis Matemático, Universidad de Almería, Almería, Spainb Department of Mathematical Sciences, Lewis & Clark College, Portland, OR 97219, USAc Departamento de Estadística y Matemática Aplicada, Universidad de Almería, Carretera de Sacramento s/n, 04120 La Cañada de San Urbano, Almería, Spain |
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| 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. |
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| Keywords: | primary 60E15 secondary 62E10 62H05 |
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