A Functional for Copulas and Quasi-Copulas
نویسندگان
چکیده
منابع مشابه
On the a-migrativity of semicopulas, quasi-copulas, and copulas
In this paper we address the problem of a-migrativity (for a fixed a) for semicopulas, copulas and quasi-copulas. We introduce the concept of an a-sum of semicopulas. This new concept allows us to completely characterize a-migrative semicopulas and copulas. Moreover, a-sums also provide a means to obtain a partial characterization of a-migrative quasicopulas. 2010 Elsevier Inc. All rights reser...
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We study the relationship between multivariate quasi-copulas and measures that they may or may not induce on [0, 1]n . We first study the mass distribution of the pointwise best possible lower bound for the set of n-quasi-copulas for n ≥ 3. As a consequence, we show that not every n-quasi-copula induces a signed measure on [0, 1]n . © 2010 Elsevier B.V. All rights reserved.
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The aim of this manuscript is to determine the relative size of several functions (copulas, quasi–copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi–copulas. Moreover, it is proved that copulas are nowhere dense in the clas...
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ژورنال
عنوان ژورنال: ISRN Probability and Statistics
سال: 2012
ISSN: 2090-472X
DOI: 10.5402/2012/468758