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Discrete Imprecise Copulas

Authors :
Košir, Tomaž
Perrone, Elisa
Publication Year :
2024

Abstract

In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques. We further investigate the properties of the constructed dual pairs and prove that they are coherent and avoid sure loss.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2408.15352
Document Type :
Working Paper