Extreme semilinear copulas
Fabrizio Durante, Juan Fern\'andez-S\'anchez, Manuel \'Ubeda-Flores
TL;DR
This paper characterizes the extreme points of semilinear copulas and extends the analysis to conjunctive aggregation functions, enhancing understanding of their structural properties.
Contribution
It provides a complete characterization of extreme points of semilinear copulas and generalizes results to semi-copulas and quasi-copulas.
Findings
Characterization of extreme points of semilinear copulas
Extension to conjunctive aggregation functions
Insights into the structure of semi-copulas and quasi-copulas
Abstract
We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and quasi--copulas) are also presented.
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