Probability Theory/Statistics
Extremes of the mass distribution associated with a trivariate quasi-copula
Comptes Rendus. Mathématique, Volume 344 (2007) no. 9, pp. 587-590.

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:
Accepted:
Published online:
DOI: 10.1016/j.crma.2007.03.026
De Baets, Bernard 1; De Meyer, Hans 2; Úbeda-Flores, Manuel 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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De Baets, Bernard; De Meyer, Hans; Úbeda-Flores, Manuel. 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. http://www.numdam.org/articles/10.1016/j.crma.2007.03.026/

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