Extreme values of the mass distribution associated with a tetravariate quasi-copula

TL;DR

This paper investigates the extreme values of the mass distribution linked to a tetravariate quasi-copula, highlighting key differences from lower-dimensional cases to deepen understanding of multivariate dependence structures.

Contribution

It provides a novel analysis of the extremal behavior of tetravariate quasi-copulas, extending previous bi- and trivariate studies to higher dimensions.

Findings

Identifies significant differences in extremal behavior between tetravariate and lower-dimensional copulas.

Provides theoretical insights into the mass distribution extremes in four-dimensional dependence models.

Highlights implications for modeling multivariate dependencies in complex systems.

Abstract

In this note we study the extremes of the mass distribution associated with a tetravariate quasi-copula and compare our results with the bi- and trivariate cases, showing the important differences between them.