A Characterization of Quasi-copulas

A Characterization of Quasi-copulas

The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett.(1993), 85–89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from operations on random variables. In this paper,...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of multivariate analysis 1999-05, Vol.69 (2), p.193-205
Hauptverfasser: Genest, C., Quesada Molina, J.J., Rodrı́guez Lallena, J.A., Sempi, C.
Format: Artikel
Sprache:eng
Schlagworte:
copula
copula Frechet bounds Lipschitz condition quasi-copula
Distribution theory
Exact sciences and technology
Fréchet bounds
Lipschitz condition
Mathematics
Probability and statistics
quasi-copula
Sciences and techniques of general use
Statistics
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The notion of quasi-copula was introduced by C. Alsina, R. B. Nelsen, and B. Schweizer (Statist. Probab. Lett.(1993), 85–89) and was used by these authors and others to characterize operations on distribution functions that can or cannot be derived from operations on random variables. In this paper, the concept of quasi-copula is characterized in simpler operational terms and the result is used to show that absolutely continuous quasi-copulas are not necessarily copulas, thereby answering in the negative an open question of the above mentioned authors.
ISSN:0047-259X
1095-7243
DOI:10.1006/jmva.1998.1809