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Discrete imprecise copulas
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DOI：10.1016/j.fss.2024.109251.png)
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Abstract
En 中文
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.
Keywords:
Imprecise copulas
Discrete quasi-copulas
Duality
Alternating sign matrices
Patchwork
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