Maximal signed volume for (multivariate) supermodular quasi-copulas

Abstract. Copulas are the main tool of dependence modeling in statistics, and quasi-copulas are their necessary companions. The latter appear, say, as infima or suprema of sets of copulas; they form a huge class and have some unpleasant properties. Their statistical interpretation is challenged by the fact that they may lead to negative volumes of some boxes. So, numerous applications call for an intermediate class, and supermodular quasi-copulas are one of them, having many useful properties. An excellent measure, Average Rectangular Volume (ARV in short), to clarify and position this class was proposed in the seminal paper by Anzilli and Durante, The average rectangular volume induced by supermodular aggregation functions, J. Math. Anal. Appl. 555 (2026) 21 pp. While supermodularity is a bivariate notion, there are its extensions to d-variate case for d > 2, recently provided in a key paper by AriasGarc´ıa, Mesiar, and De Baets, The unwalked path between quasi-copulas and copulas: Stepping stones in higher dimensions, Int. J. of Appr. easoning, 80 (2017) pp. 89–99. Here, an alternative method to ARV for these extensions is presented, based on Maximal (in absolute value) Negative Volumes (MNV in short) on boxes, thus helping practitioners when seeking the right (quasi-)copula for their problem. Observe that these volumes on copulas are zero, while their values on quasi-copulas, depending on d,have been a long-standing problem solved only recently. We present a nontrivial extension of this solution to exhibit the main goal of this paper, a measure that clarifies and positions the classes considered based on MNV.