• Title of article

    On the existence of a trivariate copula with given values of a trivariate quasi-copula at several points

  • Author/Authors

    De Baets، نويسنده , , Bernard and De Meyer، نويسنده , , Hans and Fernلndez Sلnchez، نويسنده , , Juan and عbeda-Flores، نويسنده , , Manuel، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    12
  • From page
    3
  • To page
    14
  • Abstract
    The existence of a (multivariate) copula with a given value of a (multivariate) quasi-copula at a single point is known. In the bivariate case, the existence of a copula with given values of a quasi-copula at two or three arbitrary points is also known. In this paper, we give an alternative proof of the existence of a trivariate copula with a given value of a trivariate quasi-copula at a single point. This proof relies on the reformulation of the existence problem as a linear programming minimization problem and its solution by means of the simplex algorithm. The same method is then used to prove the existence of a trivariate copula with given values of a trivariate quasi-copula at two arbitrary points in the unit cube. We furthermore establish a counter-example showing that the existence for given values at three points is not guaranteed. This completes the analysis of the trivariate case.
  • Keywords
    Copula , Linear programming , Lipschitz condition , Quasi-copula , Simplex Method , Trivariate (quasi-)copula
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Serial Year
    2013
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Record number

    1601738