A hitchhiker's guide to quasi-copulas
Fuzzy Sets and Systems(2020)
摘要
This paper presents a review of the concept of an n-quasi-copula, starting from the characterization of functions that can be derived from operations on random variables. We recall several other characterizations and properties that have been proven in the literature, highlighting the differences between the bivariate case and the higher-dimensional case. Additionally, we recall several applications of n-quasi-copulas such as their role in the study of bounds on sets of n-copulas. We also recall various classes of n-quasi-copulas that have been studied in the literature. Finally, we present some questions that have not yet been answered in the literature.
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关键词
n-Quasi-copula,n-Copula,Aggregation function,Lipschitz continuity,Lattice structure,Bounds,Tracks
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