IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v81y2011i9p1365-1369.html
   My bibliography  Save this article

Multivariate copulas, quasi-copulas and lattices

Author

Listed:
  • Fernández-Sánchez, Juan
  • Nelsen, Roger B.
  • Úbeda-Flores, Manuel

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.

Suggested Citation

  • Fernández-Sánchez, Juan & Nelsen, Roger B. & Úbeda-Flores, Manuel, 2011. "Multivariate copulas, quasi-copulas and lattices," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1365-1369, September.
  • Handle: RePEc:eee:stapro:v:81:y:2011:i:9:p:1365-1369
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715211001350
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alsina, Claudi & Nelsen, Roger B. & Schweizer, Berthold, 1993. "On the characterization of a class of binary operations on distribution functions," Statistics & Probability Letters, Elsevier, vol. 17(2), pages 85-89, May.
    2. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
    3. S. Illeris & G. Akehurst, 2002. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 22(1), pages 1-3, January.
    4. Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nelsen, Roger B. & Úbeda-Flores, Manuel, 2012. "How close are pairwise and mutual independence?," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1823-1828.

    More about this item

    Keywords

    Copula Lattice Quasi-copula;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:81:y:2011:i:9:p:1365-1369. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.