Extremes of the mass distribution associated with a trivariate quasi-copula

Bernard De Baets; Hans De Meyer; Manuel Úbeda-Flores

doi:10.1016/j.crma.2007.03.026

Probability Theory/Statistics

Extremes of the mass distribution associated with a trivariate quasi-copula

Presented by: Paul Deheuvels

Bernard De Baets ¹; Hans De Meyer ²; Manuel Úbeda-Flores ³

¹ Department of Applied Mathematics, Biometrics and Process Control, Ghent University, Coupure links 653, B-9000, Gent, Belgium
² Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 S9, B-9000, Gent, Belgium
³ Departamento de Estadística y Matemática Aplicada, Universidad de Almería, Carretera de Sacramento s/n, La Cañada de San Urbano, 04120 Almería, Spain

Comptes Rendus. Mathématique, Volume 344 (2007) no. 9, pp. 587-590.

Abstract
Résumé

We identify the extremes of the mass distribution associated with a trivariate quasi-copula and compare our findings with the bivariate case.

Nous identifions les extrêmes de la distribution de masse associée à une quasi-copula dans un espace tridimensionnel. Les résultats sont comparés à ceux obtenus dans le cas bidimensionnel.

Received: 2006-05-23
Accepted: 2007-03-23
Published online: 2007-04-27

DOI: 10.1016/j.crma.2007.03.026

Author's affiliations:

Bernard De Baets ¹; Hans De Meyer ²; Manuel Úbeda-Flores ³

¹ Department of Applied Mathematics, Biometrics and Process Control, Ghent University, Coupure links 653, B-9000, Gent, Belgium
² Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 S9, B-9000, Gent, Belgium
³ Departamento de Estadística y Matemática Aplicada, Universidad de Almería, Carretera de Sacramento s/n, La Cañada de San Urbano, 04120 Almería, Spain

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     author = {Bernard De Baets and Hans De Meyer and Manuel \'Ubeda-Flores},
     title = {Extremes of the mass distribution associated with a trivariate quasi-copula},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {587--590},
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     year = {2007},
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Bernard De Baets; Hans De Meyer; Manuel Úbeda-Flores. Extremes of the mass distribution associated with a trivariate quasi-copula. Comptes Rendus. Mathématique, Volume 344 (2007) no. 9, pp. 587-590. doi : 10.1016/j.crma.2007.03.026. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.03.026/

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