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Kokol Bukovšek, Damjana; Košir, Tomaž; Omladič, Matjaž; Stopar, Nik
Journal of mathematical analysis and applications, 08/2021, Letnik: 500, Številka: 1Journal Article
The main result of this paper is a method that gives all possible quasi-copulas that extend a given sub-quasi-copula to the whole domain, i.e., unit square 0,1×0,1. It is known that extending quasi-copulas is a deeper challenge than extending copulas, so we need to develop new techniques to do that. Perhaps surprisingly, our method is at the same time elementary and universal – two seemingly contradicting properties that none of the known methods for extending copulas seem to possesses. We also give a construction of two quasi-copulas that unveil an interesting counterexample in imprecise probability theory.
