On the Structure of the Classes of Copulas and Quasi-Copulas with a Given Diagonal Section
2020 ◽
Vol 28
(03)
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pp. 513-524
In this paper we provide an alternative proof to that given in Ref. 1 to the fact that the class of multivariate copulas with a given diagonal section δ — denoted by 𝒞δ — is a singleton if, and only if, the unique element of the class is the copula of comonotonicity among random variables. This will be used to prove that, for any diagonal δ different from the diagonal of the comotonic copula, 𝒞δ is strictly included in the class of all multivariate quasi-copulas whose diagonal section is δ.
2000 ◽
Vol 31
(5)
◽
pp. 756-757
1996 ◽
Vol 60
(3)
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pp. 355-362
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Keyword(s):
2020 ◽
Vol 26
◽
pp. 121
1985 ◽
Vol 24
(03)
◽
pp. 120-130
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Keyword(s):
2014 ◽
Vol 59
(2)
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pp. 553-562
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