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2501.08938

Supports of quasi-copulas

Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores

correctmedium confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper proves, for the specific 4×4 quasi-transformation matrix Tr, that the fixed point QTr is a proper quasi-copula not associated with any doubly stochastic signed measure, and that its support is the self-similar attractor of the IFS consisting of the maps ωij with tij ≠ 0; moreover, dimH = dimB is the unique s ∈ (1,2) solving (1−r)^s + 9(r/3)^s = 1, with s(r) strictly increasing and bijective between (0,1) and (1,2) (Theorem 5 and Theorem 6; see the definition of T and the mixed-increment facts around Eq. (2) and Lemma 3) . The candidate solution establishes the same three claims via the same core steps: (i) first-level rectangle masses VQ(Rij) = tij, with a negative entry making QTr not 2-increasing; (ii) an increment factorization VQ(R) = tij VQ(ω−1ij(R)) implying S = ⋃tij≠0 ωij(S) and strong separation; and (iii) a similarity-ratio computation leading to the equation (1−r)^s + 9(r/3)^s = 1 and strict monotonicity of s(r). The only issues are minor: an index swap in naming the “1−r” map (ω14, not ω41) and an unnecessary metric rescaling trick (the nonzero maps are already isotropic contractions here). Substantively, the proofs agree.

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The paper gives a clear, constructive path to quasi-copulas with self-similar supports of prescribed dimension, paralleling the copula literature. The IFS characterization and the parameterization via Tr are well motivated and technically correct. Minor clarifications on indexing and an explicit listing of active contractions would improve readability; otherwise the results are solid and complete.