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Multivariate Archimedean quasi-copulas. (English) Zbl 1135.62338

Cuadras, Carles M. (ed.) et al., Distributions with given marginals and statistical modelling. Papers presented at the meeting, Barcelona, Spain, July 17–20, 2000. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0914-3/hbk). 179-185 (2002).
Summary: We define and study basic properties of multivariate Archimedean quasi-copulas. In particular, we examine properties concerning generators, diagonal sections, permutation symmetry, level sets and order.
For the entire collection see [Zbl 1054.62002].

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
60E05 Probability distributions: general theory
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