Bivariate measure-inducing quasi-copulas
It is well known that every bivariate copula induces a positive measure on the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $\sigma$-algebra. In this paper we show that a signed measure induced by a bivariate quasi-copul...
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Zusammenfassung: | It is well known that every bivariate copula induces a positive measure on
the Borel $\sigma$-algebra on $[0,1]^2$, but there exist bivariate
quasi-copulas that do not induce a signed measure on the same $\sigma$-algebra.
In this paper we show that a signed measure induced by a bivariate quasi-copula
can always be expressed as an infinite combination of measures induced by
copulas. With this we are able to give the first characterization of
measure-inducing quasi-copulas in the bivariate setting. |
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DOI: | 10.48550/arxiv.2404.04560 |