Title of article :
A Characterization of Quasi-copulas
Author/Authors :
Genest، نويسنده , , C. and Quesada Molina، نويسنده , , J.J. and Rodr??guez Lallena، نويسنده , , J.A. and Sempi، نويسنده , , C.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1999
Abstract :
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.
Keywords :
Copula , Fréchet bounds , Lipschitz condition , Quasi-copula
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis