The notion of quasi-copula was introduced by Alsina, Nelsen and Schweizer 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 thaty absolutely continuous quasi-copulas are not necessaarily copulas, thereby answering in the negative an opern question of thew above mentioned authors.
A characterization of quasi--copulas
SEMPI, Carlo
1999-01-01
Abstract
The notion of quasi-copula was introduced by Alsina, Nelsen and Schweizer 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 thaty absolutely continuous quasi-copulas are not necessaarily copulas, thereby answering in the negative an opern question of thew above mentioned authors.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
